Thanks for the help.
I added the A-record and now the DIG looks like this:
root@ws1:/# dig cslive.net mx
; <<>> DiG 9.3.2 <<>> cslive.net mx
;; global options: printcmd
;; Got answer:
;; ->>HEADER<<- opcode: QUERY, status: NOERROR, id: 36034
;; flags: qr rd ra; QUERY: 1, ANSWER: 1, AUTHORITY: 0, ADDITIONAL: 1
;; QUESTION SECTION:
;cslive.net. IN MX
;; ANSWER SECTION:
cslive.net. 85322 IN MX 10 mail.cslive.net.
;; ADDITIONAL SECTION:
mail.cslive.net. 85322 IN A 184.108.40.206
;; Query time: 27 msec
;; SERVER: 220.127.116.11#53(18.104.22.168)
;; WHEN: Fri Nov 30 04:10:34 2007
;; MSG SIZE rcvd: 65
It looks like it should be working, but it still is not.
Messages are still not being received from other servers .