Multiple E-Mail

Here is the scenario:

1. I pointed domain_a.com to Office 365 and I am receiving e-mail and am able to send e-mail using that account from within Office 365.
2. I added a POP3 to the user as a connected account and am able to send and receive e-mail from that account from within Office 365.
3. I then pointed domain_b.com to Office 365. I am receiving e-mails but not able to select xxx@domain_b.com from the list when I want to author an e-mail.

The question is if anybody knows how to implement more than one domain when it is not a POP3 account.

Thank you in advance.

Willie