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How are you sending the mail? Is it coming from inside your network, or outside your network?
If your internal users are sending all mail through a mail server on your site, and it's configured properly to deliver mail locally, then it will never leave you site.
If your users are sending mail through some external server, it's always going to go through that server first. You can't make e-mail clients send mail directly to the destination server, that's not how SMTP works.
If you're seeing that users are sending mail through a local server, but it goes to an external server and then comes back, that means your internal e-mail server is misconfigured and doesn't recognize which domains are local, or where to deliver them.
Also, what do you mean by "DNS entry situates in the USA" and "send mail to my internal network users without acknowledge my DNS"? Do you mean that e-mail for your domain goes to a server in the USA, but you want a way to send e-mail to users on the local network, even though their e-mail server is in the USA? In that case you would need to setup a local sub-domain with it's own e-mail server and MX records. You would also need your primary e-mail server to be configured to forward mail for this sub-domain.
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