Clarification on mx records

Hi all, I am having trouble receiving emails via smtp (currently I am
having to use the pop connector until I get this sorted out).

I think the problem could be around the mx record being incorrect but
I've been confusing myself with how I think it should be setup.
Heeelp!!

Scenario:

SBS 2003 Standard, 2 nics, static ipaddress on public nic, router,
internet company website (www.xxx.xx.com) which includes
simon@xxxxxxxxxx mail addresses is hosted by a company different to my
ISP.
I have opend port 25 on my inbound filter for the router.

Question:
what should the MX record point to and in whose DNS server should it
reside, mine, my ISP or the company that is hosting my web site?
My web address is obviously not going to relate to the external nic of
my sbs 2003 as it is hosted on a third party web server.

Thanks

Simon

.

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