Warning: If you are not sure on what you are doing with the MX records of your account..Think twice! Since it might affect your e-mail access and routing badly.
1. Log into your cPanel and click the "MX entry" icon under the Mail section.
2. Select the domain name whose mx record you wish to change.
3. Enter the priority and then the hostname. If you are hosting the the email outside of ALCHosting Networks be sure to uncheck the option "Always accept mail locally even if the primary mx does not point to this server." Also note that there will be no spam filtering when the mx record is moved away from ALCHosting Networks.