What is an "MX" record?
"MX" ("Mail eXchanger") records are used to specify what server on the Internet is running e-mail software that is configured to handle e-mail for your domain.
If you are using proFilter then you need to create the following MX records
MX 10 smtp.profilter.co.uk
MX 20 relay.profilter.co.uk
If you are using your own mail server remember to create the matching A record for that server and not a CNAME.