[exim] DNS Question

OK - this isn't entirely about Exim except that I'm going to use it to
create an interesting network of Exim servers. It's really a question
about DNS.

How do you set up an A record to return more than one IP address? Whenit
is set up this way - does it return ALL the IP addresses or randomly
just one of the list? or is that configurable.

I have this idea for front end spam filtering servers in diverse
geographic locations, all on the same name so that the email might go
randomly to any one of these servers and then funneled securely to the
"real" server where it is read by the end users.

So - can I do this?