How do you do multiple MX records?

Okay, I've decided to do mail for a couple of my own domains. I have a question about that though. I guess I don't understand how multiple MX records work. I know I must be thinking this out wrong, so please correct me.

If my main mail server goes down for a few minutes and email is is sent to the secondary mail server (the other MX listing) during this time, how does that help? I won't be getting the mail anyway if it's sitting on a different server from my main one. How am I thinking this out wrong?

Thanks in advance...

 

 

 

 

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