Yes, you need to set 2 things for the inbound filter to work: point you mx records to us (mx1.mailchannels.com and mx2.mailchannels.com), then, from within your domain console, add your mail servers as downstream records so that we know which servers you wish to use for final delivery after scanning. What's in the downstream record should be what was previously in your MX records. When mail from your domain gets sent to us (because you pointed your MX record to us), we then look up where it should be delivered by checkkng the location of your servers by your downstream record entries.
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