changing mx entry query

Hi, can not get my head around mx entries , I am using WHM and wish to change an mx entry in "edit DNS zone"

This is what I want to do I have a site mysite.com , in WHM
DNS zone for mx reads

mysite.com mx 0 mysite.com

I wish to change this so another domain transmits mail for that site I then put ( I would delete the first entry )

anothersite.com mx 0 mysite.com

I would first go to the WHM " edit DNS zone" for anothersite.com (on another server) and put what ? to allow this zone to transmit the mail for mysite.com
having tried different entries none have worked so far all mail sent gets " mysite.com is not allowed to relay through anothersite.com"

If you can follow this reasoning and have done this successfully your directions are much sought .thanks.

 

 

 

 

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