You can go to GoDaddy and change your domain with some support from there help desk
Sounds like you have a web site hosted off site on mydomain.com / www.mydomain.com
You bought an SSL for mydomain.com
Now you can't install it on your on-site FMS because mydomain.com doesn't point to it.
So I believe all you have to do is go to your domain registrar or hosting provider (whichever is hosting your zone file), which sounds like it might be the same for you, and setup an additional "A" record to create a subdomain (look for "manage DNS" or "Edit Zone File") i.e.: fms.mydomain.com and point that to the public IP of your FMS.
Then, using GoDaddy, revoke the SSL and reissue it for the correct domain (fms.mydomain.com)