MX record in etc\hosts

How do I format the line for an MX record in a etc\hosts file? I have a line like:

domain.com IN MX 10 mail.domain.com.

but it doesn’t seem to work. The server is a public DNS server for domain.com and is also a list server that sends LOTS of email. I want the mail to domain.com to go directly to my Exchange server rather than getting blocked by my external anti-spam service.