Using External Mail Servers
In order to use an external mail server you must change the domain MX records in the Direct Admin Control Panel (Even if your DNS is handled elsewhere).
Under the Email Management heading, choose MX Records > Then delete any existing MX records; and add the external mail server details in their place, making sure to un-check the "Use this server to handle my emails."
This will allow local website installations (such as WordPress) to relay messages to an external server rather than thinking the final destination for mail is itself.
For more information on Email Management, please see our more detailed entry http://www.halihost.ca/knowledgebase/13/Managing-your-Email-Accounts.html