MX records in this context are DNS/BIND records that point a domain to a mail server. You create them in much the same way you would create a HOST or other DNS/BIND record. If you are running your own DNS/BIND and your domain registeration records point to this DNS host, then you should have an MX record in your DNS so that other systems can determine where to send mail for your domain.
If you are RELAYING mail (a special term to SENDMAIL/POSTFIX) you should be in the same domain as your ISP, else you may get a message similar to : "We don't RELAY."
So... the question is: 1. who resolves the names and addresses for your domain? Your own DNS server or somebody elses? That will tell you where the MX record belongs...
2. Does your ISP RELAY SMTP message traffic, or will you have to use SENDMAIL to send it directly to the receipent's mail server (using his MX record in his DNS server)?
btw... start a nslookup session in a term window... issue the command <www.geosite.us
> you should see one of my ip addresses... next issue a <geosite.us> command and see what you get... now for some more interesting stuff, issue the command <set type=all> followed by the <geosite.us>. What did you see? now, try <set type=MX> and issue the request to lookup geosite.us again? what did you get? you should have seen a record directing you to my email server. fun, huh?
Now, regards to "making pop3 e-mails" you generally SEND e-mail via SENDMAIL or somebody that interfaces to SENDMAIL for you, or even by directly telneting into the smtp server and issuing the comands directly... we used to do that before mail agents came along... just telnet <servername> 25 and use the proper protocol commands...
pop3, or pop2, or imap, is generally for EXTRACTING e-mail from the mail server... similar to how you would if you were logged onto a terminal on the box and reading them yourself... it uses commands like USER, PASS, QUIT, STAT, LIST, etc. and you can telnet <servername> 110 and try that too.
for extra credit, search the rfc's for POP and SMTP on http://www.faqs.org
is the POP3 RFC...