[Rob]

It looks like I've got there. Just seems to take forever for the DNS stuff to work it's way round the world.

For reference, the setup using the 1and1 DNS panel is:

Create a subdomain of mail.mydomain.co.uk
for the DNS of the subdomain of mail.mydomain.co.uk set the A record IP to the exchange server IP
for the main domain of mydomain.co.uk change the MX record from 1and1 to "other mail server" and enter mail.mydomain.co.uk priority 5
Allow an extraordinarily long time for it all to update.