Changing your MX records with cPanel
From Computer Tyme Support Wiki
cPanel is a powerful and popular server management tool that allows you to change your DNS and MX records. In order to use our spam filtering service you have to set several MX records. You set your MX to point to our servers, we filter the spam out, and forward the messages on to your existing email server. The process of setting this up is tricky in cpanel and there are traps that need to be avoided.
First - cPanel has some limitation and some bugs but once you get around them you are fine. One of the bugs you need to avoid is DON'T SELECT the option to change the MX ENTRY. I know that's what you would normally do but DON'T DO IT.
Here's why. First, it only allows you to edit one MX entry, and when you do it removes that domain from a file called /etc/localdomains and your email for that domain will start to bounce. If you already edited this entry, put it back the way it was. Putting it back will put your domain back in the list /etc/localdomains and it will start to work again.
Instead - here's what you do. Under DNS Functions select Edit DNS Zone. You will see an MX entry that looks something like this:
domain.com. 14400 IN MX 0 domain.com.
Note the period at the end. That final period is necessary and your email will be seriously broken without it so it's important that you check for the period at the end. What you need to do is change that MX to.
domain.com. 14400 IN MX 10 dummy0.junkemailfilter.com.
Then you go to the forms at the bottom and add three more lines:
domain.com. 14400 IN MX 20 mx.junkemailfilter.com. domain.com. 14400 IN MX 30 mx.junkemailfilter.net. domain.com. 14400 IN MX 40 mx.junkemailfilter.org. domain.com. 14400 IN MX 50 dummy1.junkemailfilter.com.
When filling this out you put domain.com. in the first box, then use the pulldown to select MX. Then just ater MX put the priority number (10,20,30) in the next box and then in the next box after that put the junkemailfilter host.
Note that domain.com refers to your domain, not domain.com literally.