An Exchange subscription does have a resource for the external email filtering system such as Postini, MXLogic, MessageLabs. A domain is bound to the corresponding service.
The DNS zone of the domain has the only MX record which points to the POA-managed Exchange system. It is expected that the MX record point to the external email filtering system.
The appropriate MX record, pointing onto the external email filtering system, is created only when the first mailbox is added to the domain.
It is expected that an MX record point to the POA-managed Exchange system until the first mailbox is created for the domain. If for some reason the MX record points onto the external email filtering system, consider creating an auxiliary mailbox.