[Exim] Exim not recieving any e-mails...

This is a multi-part message in MIME format.
--
[ Picked text/plain from multipart/alternative ]
I have a small webserver project up and running, and now it's time for me to configure Exim/qpopper (for the first time ever). I'm running Debian Woody. This webserver is connected to the Internet using an ADSL line with a dynamic IP. Due to the dynamic IP I'm running dyndns.org's MyDynDns service, so that I can have my own domainname on this server.

Now, Exim works fine when sending e-mails, but I can't recieve any e-mails, they just disappear. I set log_smtp_connections to true in the config file, and it logs no incoming connections at all. The sent messages aren't bounced back to the sender either, and (obviously) I can't find them anywhere on this server.

I'm guessing this is a DNS issue, since the mails do not get all the way to Exim? When doing a reverse DNS lookup my server's IP points to my ISP's hostname and not my domain (nothing I can do about that really), does this affect the mail routing in any way?

Quoted from the dyndns.org site:
"Many people think that you need an MX record to receive mail. This is incorrect. In the absence of an MX, mail to a machine (for example @yourcustomdns.com) will be handled by that machine (in the case of my example, the machine at yourcustomdns.com). This is the behaviour that most people running mail servers on their home machines want."

Is this true or do I need to set up a MX record, or am I completely lost here? :)

Thanks in advance.
--