Problem: (as I understand it) to Set up mail on a domain (like email@example.com). Letters must come on the boxes located at the hosting site (dedicated server) and mail server mail.ru.
Comment: At the moment the mail arrives at all the boxes of the hosting and only 1 on mail.ru. Thus for a domain is not specified MX record (as I understand it, by default the domain @ MX 0 @).
Question: Faced with the mail setup for the first time. How, exactly, to make this scheme work?
PS Also, welcome sensible links to information on this topic.