DNS Question; How to get outside of my own domain to externally hosted web

I am somewhat new to running Server 2003 and DNS. We have setup a domain “mydomain.org”.
The problem is, our website is hosted externally, and we cannot get DNS to resolve this, so we cannot get to our own website within our firewall. Local “mydomain.org” addresses are resolved by the local DNS server, and external addresses are resolved by our ISP. I thought that all I would have to do is add a Host(A) record for www.mydomian.org and point it to the site’s external IP address but this still does not work. Any suggestions?