Do you know how to access and update your DNS or is your DNS managed by your Host where you call/email them?
When DK directs you to set the MX record you need to log into your DNS admin and create a record of type MX and in the corresponding field you put the Public IP Address of the server where your email is hosted.
A MX record looks like this, although it is likely more friendly managed through your online DNS admin interface:
[B]mydomain.com. 14400 IN A 22.214.171.124
server2.mydomain.com. 14400 IN A 126.96.36.199
mydomain.com. 14400 IN MX 0 188.8.131.52
[/B][B]mydomain.com. 14400 IN MX 30 mail.mybackupmail.com.[/B]
A setup like this meand that the first two lines map mydomain.com and server2.mydomain.com to particular IP (probably on different servers). The third line is the primary Mail (MX) record it says when emails are sent to email@example.com then direct them to a mail server located at the public IP 184.108.40.206. The last line says that if the primary mail server is busy then send the messages to your mail.mybackupmail.com. Out of the two MX records above 0 is the most primary precedence and 30 determines it is a lower precedence; this could be set to 5, 10 or any number other than 0.
Some DNS providers or Hosts have 'Round Robin' backup mail servers that you can define as your backup mail servers. They are generally configured to keep any mail for 3 days or so and try to forward the messages to your primary email server. This is very handy when your mail email server goes down for maintenance or maybe internet outages or high traffic volumes affect people connecting to your primary email server.
Hope this helps a little.