From EZP Knowledge Base

Modifying your MX record is actually making a change to your DNS entry. Generally, you use this tool when you want to setup a third party email system, setup a backup mail server or when you want to forward all your email for the domain hosted on your account to another domain. To change your MX record, follow these steps:

• Login to cPanel.
• Click the MX Entry icon.

• Select the domain you wish to modify the MX record for from the drop down list under the heading "Change MX Entry".

• Enter the priority you wish to set this MX record to.
• Enter the fully qualified domain name of the MX destination.

Please remember that MX records work on a priority system, where 0 is the highest priority and 10 is the lowest. Also note that you can have multiple MX entries (one for your primary mail server and one for your backup mail server for example).

You can easily delete any MX records you have created by clicking the delete button to the right of the entry on the MX Entry page.