The MX record (mail exchanger record) is a special type of resource record in the Domain Name System that specifies a mail server responsible for accepting email messages on behalf of a recipient's domain and a preference value used to prioritize mail delivery if multiple mail servers are available. When your domain is registered, it's assigned several DNS records, which enable it to be located on the Internet. These include MX records, which direct the domain's mail flow. For users to send and receive email, their domain's MX records must point to a server that can process their mail. In order to have SPAMfighter filtering your mail you will need the change the MX record settings. This is a normal process for all hosted spam filters.
Take a look at our graphics below of how mail procesing and spam filtering is really happening.