How to create MX Record for exchange server 2007 (Windows Server 2003 AD with DNS Server).

Guys,
The first thing we must consider before creating an mx record is, MX record can not be created if you have not created HostA record already. So, Firs we are going to create HostA record on DNS server then we will go for MX record.

"How To Create Host A Record ?"

1. In the DNS console, right click on your domain listing and select the New Host (A) command from the shortcut menu to view the dialog box shown in Figure A.
2. Enter the server's name in the Name field. Be sure to use the simple name, not the fully qualified domain name (Computer Name -- not Computer name.Domain name.com).
3. Now enter the server's IP address and click the Add Host button. Figure A
   
   Enter the server's name and IP address and click the Add Host button.

Don't Create creating a PTR record unless you plan on supporting reverse DNS queries. Also, you usually don't want to check the "Allow Any Authenticated User to Update DNS Records" checkbox for security reasons. Now We are done with Host A Record.

"How to create MX record ?" 

1. To create an MX record on a Windows Server 2003 DNS server, select the DNS command from the server's Administrative Tools menu to open the DNS console.
2. Navigate through the console tree to DNS -> your server -> Forward Lookup Zones -> your domain.
3. Right click on the listing for your domain and select the New Mail Exchanger (MX) command. You will see the New Resource Record dialog box shown in Figure A. Figure A
   
   Use the New Resource Record dialog box to create an MX record. 
4. The first field on this dialog box asks for the name of a parent or child domain. In most cases, this field will be left blank.
5. The fully qualified domain name (FQDN) is filled in automatically.
6. Just below that is a field asking for the FQDN of the mail server -- not the mail server's IP address. What this means is that, unless you have a Host record in place for the mail server, the MX record isn't going to work.

Good Luck..