Setup new A Record and new Custom MX record

I have a domain name that was registered through [login to view URL] , I also have a shared server with dreamhost and this is where my domain and website use to opperate from. I have since purchased my own dedicated server. My domain and website have been transfered from my (dreamhost) shared server over to my dedicated server and everything is working fine. EXCEPT my emails. It would appear that my new dedicated server is not acting as my mail server. I have tried to get dreamhost support to change my old dedicated server so it points my mail server on my dedicated server, this has been hard and with no succes. I need someone that understands changing and setting up custom A and MX records so that my old shared server points to my dedicated server with regards to mail server. My dedicated server support team have told me that my domain name does not contain a valid dns entry that can be confirmed. I need to have someone set up the A Record for my domain and have my domain pointing to the ip address of my server as well as an MX address pointing to my domain. Or somthing like that.