Can't receive mail...DNS problem...

[disco_stu]

I am using Windows Server 2003 and have SMTP, POP3, and Web servers
running, though not dns.  I am using DNS Made Easy for that
(http://www.dnsmadeeasy.com).  I can send mail fine through my web
server (using ASP and CDO) and through Outlook Express, but I can not
receive mail.  When I send to this mail account through another
account, I get this error:

Message from  yahoo.com.
Unable to deliver message to the following address(es).

<me at mysite.com>:
Sorry, I couldn't find a mail exchanger or IP address. (#5.4.4)

Apparently I have a DNS problem.  My MX record has nothing in the name
section (no prefix to mysite.com) and nothing in the data field,
expiration time of 120 seconds and mx level 10.  What am I doing
wrong?  I might have a problem with the SMTP server as well, but the
delivery failure is almost instantanious, so there must be a DNS
error.