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In SME server "Configure this server" admin console page, there is usually no need to enter any DNS server, leave it blank, unless you are behind a corporate server that requires you to use their DNS server.
By itself SME server is a capable DNS resolver.
In server only mode, you need to point Internet access to the LAN IP of your local gateway/firewall.
In server only mode, also you need to configure the local network gateway/firewall to forward email to your SME server. You can do this by forwarding ports for mail server etc (see server manager panel) or by Delegating email for a domain to another server on the LAN, using a db command (see FAQ).
If you want to run a mail server, you need to check that your ISP allows you to run a mail server on port 25 on your connection. Many ISPs will allow this, but some ISPs block that to stop residential or similar users from running mail servers. There is a workaround for this issue in the FAQ.
MX (mail exchange record) is part of the external DNS records setup for your domain.
Usually the domain registrar you purchased your domain name from hosts these details, or you may have transferred your DNS records to some other registrar like Namescout or onlydomains.com or godaddy.com etc etc.
SME server does not strictly need a MX record in external DNS records, as long as a valid A record exists, mail will be forwarded to the SME server (assuming both external DNS & SME server configuration is correct, ie the Domain must be added in SME server Domains panel if not the main domain name).
Reading this article might help you understand external DNS settings in relation to using SME server.
http://wiki.contribs.org/SME_Server:Documentation:Administration_Manual:Appendixdnsstuff can help you test & check your external DNS records
http://www.dnsstuff.com/grc.com can help you test what ports are open on your sme server
wormly.com can help you test smtp
https://www.wormly.com/test_smtp_serverand SSL web servers
https://www.wormly.com/test_ssl