This is the only change that needs to be done to enable filtering from SPAMfighter. After you sign up for a trial, you will receive a unique address that you need to enter in the control panel where you manage the options for your domain name.
In the control panel for your domain name, you will see information related to the A-record and the MX-record. Do not change the A-record. Instead, change the MX-record. read about the MX Record here. Alternatively, you can ask for help from your IT solution provider.