The Domain Name System and its daemon named , contain the database mapping hostname to IP address, and hostname to mailhost. The IP address is specified in an "A" record. The "MX" record specifies the mailhost that will receive mail for you. If you do not have a "MX" record mail for your hostname, the mail will be delivered to your host directly.
Unless you are running your own DNS server, you will not be able to change any information in the DNS yourself. If you are using an Internet Provider, speak to them.