Zimbra doesn't care in any particular way if your MX record doesn't point to your server. It will prompt you to change your MX record if it can't find one during the install process, but that's about it.
I have my MX record pointed at a spam filtering service, and then the mail is directed from there to my Zimbra server. This has never caused me a problem.
Regarding using Postini as a spam filter and archive, for archiving and compliance, you're going to want to make sure internal only mail gets sent out to Postini and back in again, otherwise it wouldn't be captured by the service - at least if they do it like I'd assume they do. I think you could just change your zimbraMailTransport attribute for each user to point to Postini, but I'm not sure if there's an easier way.
Mike |