[exim] MX lookups... Know feature or my misconfiguration?

Hello!

    I have problems with domain grosbein.pp.ru. The MX record points
grosbein.pp.ru  mail exchanger = 20 relay2.grosbein.pp.ru.
grosbein.pp.ru  mail exchanger = 5 relay.grosbein.pp.ru.

my exim ignores relay2 and always trying to send mail via
relay.grosbein.pp.ru (which is dead). Have I misconfigured something or
this is a know feature? My enviroment is FreeBSD 5.3 with exim-4.63.

-- 
With respect,
    Boris