SBS2003 DNS & MX Record Question

Hi all,
I really need to un-confuse myself of a few issues concerning me, more likely related to DNS, hosting and what is the best way of doing things.
I have a small business server 2003 standard edition server, runs well and all is good. We are running exchange and host our own mail which is working great.
Question 1.
relates to DNS and MX records and how they shuold be setup properly.
We are hosted and have set the MX record to mail.mydomain.com.au (all works good)
I have seen posts that say you should also setup an A record for mail.mydomain.com.au that points to our static IP, is this correct?

Question 2
When i do a DNS Stuff lookup i get the warning: mail server host in greeting,
WARNING: One or more of your mailservers is claiming to be a host other than what it really is (the SMTP greeting should be a 3-digit code, followed by a space or a dash, then the host name). If your mailserver sends out E-mail using this domain in its EHLO or HELO, your E-mail might get blocked by anti-spam software.
What do i have to do to fix this error.

Question 3
Your domain does not have an SPF record from dns report.
I have followed the procedure to add the SPF in my dns from the suggested way in dnsreport but still no result in the positive, i am confused here as my DNS does not have mydomain.com.au as a record there, just mydomain.local, should i create one? how will this affect dns locally and on the internet.

Tahnks guy's for your support.
Leo
magtech1Asked:
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bhnmiCommented:
Q1;  Well if you have an MX record you already have an A record.  

Q2; On the SMTP server properties change the FQDN to  mail.mydomain.com.au

Q3; nothing you do on the DNS server in your local network has any impact on the internet. Need to have your  hosting company do it. This is who ever you registered mail.mydomain.com.au with most likely.
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magtech1Author Commented:
thanks bhnmi for the quick response
q1: i have logged into my cpanel of the hosting company and can see where you create an A record but cannot see any already created A records, whould this be a problem?

q2 I have done this, this doesn't affect mail sent to user@mydomain.com.au does it?

q3: i'll follow up and see what they can do about it.

Appreciate your help
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bhnmiCommented:
from the command line run nslook up. then type in mail.mydomain.com.au does it return and IP address?
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magtech1Author Commented:
yes it does
non Authoritive answer
name: mail.mydomain.com.au
Address: our external IP

Is this good, it looks like it
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bhnmiCommented:
that means you have an A record that points that host name to your A record. Just wanted you to see. I knew you had one or you would get no mail. :)
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magtech1Author Commented:
thanks heaps for all your help, just eases the mind a lot.

thank you
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magtech1Author Commented:
your great for doing this all at very fast response times
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bhnmiCommented:
DNSSTUFF.com has lots of DNS tools too if you want to play around and learn more.
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