how do I set up an MX record for my domain?

[#1]

Hi
I would like to set up an MX record for my domain. My domain is hosted only (sounds-familiar.info). Is it possible to set it up so that I can send and receive email from this domain  <anything>@sounds-familiar.info.
Any help/advice greatly appreciated

[#2]

An MX record for that domain already exists pointing to mx.avasin.plus.net (see note below) and mail sent to that domain will arrive in the same mailbox as one sent to <anything>@yourusername.plus.com . To handle literally anything you need Catch All to turned on in Manage My Mail on your account.
When sending mail set up your email client with domain addresses rather than username-based ones so that replies will use the domain address. For webmail you need to set up appropriate Identities on the Identities tab in Personal Settings then (for other than the default identity) select the appropriate one when sending.
Note: to display this MX record type nslookup -type=mx sounds-familiar.info at a Windows command prompt.

[#3]

Thanks spraxyt
I've done a couple test emails from a yahoo account to both webmaster@sounds-xxxx.info and matt@sounds-xxxxx.info the first of which I have a redirect to. I got a Delivery Failure notice on both.
I'm sure there used to be an extra MX setting under advanced DNS records (as it's a domain pointing to ccgi space). I've attached a screenshot which shows the redirect for the domain. It was below here I remember seeing an MX record (Which I believe disappeared when I changed my PN contract a while back).
Cheers
adie:green amended emails as it's an open forum.]

[#4]

what's the message within the delivery failure?

[#5]

Using nslookup at a PC command prompt gives

Non-authoritative answer:
sounds-familiar.info    MX preference = 10, mail exchanger = mx.avasin.plus.net
mx.avasin.plus.net      internet address = 212.159.8.200
mx.avasin.plus.net      internet address = 212.159.9.200

That is correct for delivery to your account mailbox(es) and implies you have the POP3 radio button selected under Email Settings for your domain. In principle one could select "Other" and enter the information under Additional DNS records, though I thought that worked only for DIY mail handling.
I'm puzzled with what

Quote from: Vega

... the first of which I have a redirect to.

means. Redirect from where?
As it stands I expect mail to webmaster@sounds-familiar.info to be delivered to exactly the same mailbox as mail to webmaster@yourusername.plus.com.  Do you get the same failure if you send an email to that username-based address? If you do that suggests to me that there is a problem with your basic email settings rather than with domain set up (or I've misunderstood your post).
Similar comments apply to matt@... emails.

[#6]

Looking at my mail settings more closely, I had the 'block all incoming mail to this domain' box checked! This must have been from when I had a serious spam problem a few years back! Sorry to waste your time. All sorted now 

[#7]

Glad to hear the problem is sorted and that my posts helped point you in the right direction.