I have setup splitDNS per this guide:
http://www.tickus.com/?q=node/15
I am behind a router, but I am not sure if it is NAT or not. The A name records were automatically created for me when I brought my domain to DynDNS. I used the host command from linux to check my setup and it appeared to be ok there.
So maybe the SplitDNS guide I found is wrong.
*Update*
I have since switched from using Custom DNS to using my registrar's service since I can specify MX records through them as well. So basically I have an MX record pointing to a free DynDNS Dynamic Host (ex: jzserve.dyndns.org) just so it can grab my external IP.
These are my results from Pingability:
http://pingability.com/zoneinfo.jsp?domain=jzeller.com
However, my server isn't running at the moment, so it says it cannot connect to the MX host. Everything looks right to me, so its just flustering me.
Also thank you phoenix and jholder(different thread) for all your help.