To connect your domain to your squarespace site you will first need to log in to the client area.
Then access the DNS management page.
Then you will need to add these records:
After you have added these records you will have to then open another tab and log in to your squarespace account.
This will give you the last CNAME that is needed to link your site it should be a unique code that is a random string of numbers and letters and will be pointing to verify.squarespace.com.
Example: 9aa5s43zpykpnt2fp2zz CNAME verify.squarespace.com
Just add this last unique record to your Cheaper Domains DNS management and click the save changes button at the bottom the panel.
Note: If you can't find an answer to your problem click Here to open a support ticket (requires log in).