Exchange on SBS2003

Hello Everyone,

I am seeking some advise, the company I work for gather there mail from our hosting provider over a pop3. This is using Outlook setup with a POP/SMTP. I am running SBS2003 with exchange installed on it. I have spoken with our hosting provider and they are happy to change our mx records to point at our firewall. My concern is that I need to ensure Exchange is setup to recieve the mail once my hosting providers change the MX records.

What settings will I need to check and change?

Any advise would be appreciated.