Please make sure you are adding the correct record as changes of MX record might need at least 4 hours of propagation period.
You could like to add record as below where will point domain.com's mx to
127.0.0.1 with priority of 10. mail IN A 127.0.0.1@ IN MX mail.domain.com
6. Please use the format as below. Remember to click "Save" to save new record and the you have made.
Record Type: MX
Record Name: (empty)
Record Data: mail.domain.com
MX Priority: 1