Ok, here is the problem that has me a bit stumped at the moment.
I have a customer that I have set up exchange for, now when I went to change their MX Record and A record to point correctly I found out that their web host will not allow you to change the A record only the MX record. They suggested that I just change the MX record to the IP address of the server. Now I thought that was a big no no, but I went ahead and did it, and the incoming mail doesn't arrive it gets bounced back.
I am using SBS2003 with Exchange 2003, web host is http://www.supremecenterhosting.com/
and ISP is Qwest.
Thanks for the help!