I created a website for a domain not hosted on my servers.  The third party hosts of the domain have pointed their www record to my server, and its working fine.  

The problem is that I can't seem to get my website to send emails (eg from the feedback form). It keeps telling my my SMTP Settings is not configured correctly. I used the smtp settings supplied by the external hosts.  

Is there something else I need to do from my side, eg create an mx record.  Or do they have to do something on their servers to enable the mail to send?