There is one thing you have to keep in mind - MX records must always piint to A records, not to CNAME records. For example, if you have created an MX record for yourdomain.com that points to mail.yourdomain.com, and mail.yourdomain.com is a CNAME to webserver.yourdomain.com, this doesn't work! mail.yourdomain.com must be an A record that points to an IP.
Did you check out this tutorial? http://www.howtoforge.com/how-to-run...debian-squeeze