NSLookup is a great tool that comes with Windows that allows you to search DNS for information.  It is especially useful to troubleshoot particular issues with Exchange.  Exchange is reliant upon DNS to know where to send outbound messages.  When Exchange has problems getting messages to a particular domain, it's time to open the toolbox.
The best place to run NSLookup is on the server which sends out your SMTP traffic.  This will show you the same information that your SMTP engine uses when determining where to send mail to a particular domain.
Open a command prompt window
At the prompt, type nslookup
Type the command set type=mx
Type the registered domain name (e.g. domain.com)
You will receive a response similar to:
domain.com MX preference = 10, mail exchanger = mail1.domain.com
domain.com MX preference = 20, mail exchanger = mail2.domain.com
domain.com MX preference = 30, mail exchanger = mail3.domain.com
Interpreting the NSLookup results
Your SMTP engine will attempt to use the MX records in ascending order according to their value.  The name associated with the MX record is what your engine will use.  You can simulate what the engine does by using the Telnet command.  In other words, the FQDN associated with the lowest numbered MX value would be the one that your SMTP engine would attempt to connect with.
Using the NSLookup results to test connectivity
In the simulated response shown above, you can test the readiness for receiving SMTP communications by using the Telnet command.  In a command-prompt window, type telnet mail1.domain.com 25.  If the system connected to the FQDN is accepting SMTP communications, you’ll receive a response.