Actually, semantic detail. The person or organization in charge of your domain needs to create the A record. That person can create the MX record, or you can set up a server at the associated IP. There's a slight difference depending on how you do it and who's handling what, but if you talk to the DNS administrator at your ISP, he should be able to help you get it sorted.
The convention is mail.domain.tdl but if you want to use email or post or any other such thing, you can go right ahead.
And then, of course, you need to set up the mail handler on your local server, but that's a whole 'nother topic. Let's keep it restricted to DNS for now.
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I wake up in the morning more tired than before I slept
I get through cryin' and I'm sadder than before I wept
I get through thinkin' now, and the thoughts have left my head
I get through speakin' and I can't remember, not a word that I said
- Ben Harper, Show Me A Little Shame
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