Do I need to make changes to my MX (mail exchange) records?
No - MX (mail exchange) DNS records are typically only to change where your incoming mail is delivered to. AuthSMTP only handles outgoing mail - so no changes should usually be required.
When using your own domain name you will need to update your SPF record, for more information on SPF please see how to configure your SPF records for AuthSMTP.
If you have any questions please contact us.