In some cases, Exchange My Mail business account customers do not want to move control of their DNS over to EMM's DNS servers. This may happen when a customer has an existing website, and their host is already maintaining the DNS for them.
This move is optional, although recommended. You can still use Exchange My Mail without switching your DNS servers by updating your MX Records for your domain to match the ones below for your account type.
A CNAME record must also be setup in order for Outlook to use the Offline Address Book and Out Of Office.
Please refer to following knowledge base article, - How do i setup my AutoDiscover CNAME?
Add these two MX Records to point to EMM's Mail Servers
Important: The time for MX Record changes to propagate is based on your TTL (time to live) setting. For example, if your TTL was originally set for 24 hours, you must wait the full 24 hours for the MX Record changes to take effect.
Some DNS services don't allow prioritization using the numbers 10-60, and may use a different numbering scheme (for example, 1-6). You may use any prioritization numbers as long as the DNS MX entries are in the order described above.