It is not currently possible to have multiple dynamic records within the same domain. You might want to create different Dynamic Domains, such as x.example.com and y.example.com, and define CNAMEs within those domains, such as www.x.example.com. Domains with a common parent ("example.com", here) must be created by a single EveryDNS account.
If you have multiple domains it is possible to specify a domain to update on the command line. If you do not specify a domain name, then by default the client will simply update them all. This is usually preferable, as most folks point all their dynamic domains at a single IP.