After you connect your domain over at Squarespace (they provide a good tutorial for that process), a new panel will open providing you the records you need to enter into the Advanced DNS Editor at Reclaim Hosting so your domain can be pointed correctly to Squarespace.
For Squarespace you need to create two CNAME Records and four A Records. The CNAME records appear to be used as a way to verify your account. You can see an example of the two I created below. Keep in mind the Name field for the verify.squarespace.com CNAME will have a unique code in front of your domain. What I have listed below for the Name field will be a value Squarespace will provide.
The second CNAME you create will have www.yourdomain.com in your Name field.
Below is a look at the four A Records I created for this domain.
That should be all you need to get your domain mapped to Squarespace. I have never seen a service use both CNAME and A Records (not to mention 6 all told) for one domain, I imagine they are building in a lot of redundancy, which is not necessarily a bad thing, just a bit more work at the point of setup.