[Exim] MX records & virtual user accounts

Hi,
I've inherited a box running exim 3.14 and have been asked to look into setting up accounts in the format
user@??? (It is currently working fine for addresses like user@??? )

I have added some aliases into the db files and an ./exim -d2 -bt user@??? reports no problems locally

The problem is that messages are not getting through from external sources.

My question is - is this because of an MX record problem and if so, do I have to get MX records set on the DNS for each 'usercompany.mydomain.com' for this to work, or should i just get it set to *.mydomain.com?

Greetings, Reef