This indicates that your mail server is not configured to accept messages for your domain. This is a common problem with mail servers that use CPanel. If your mail server uses CPanel, here's what do to:
1. Login to CPanel on your mail server
2. Go to the "MX Entry" page where you changed your MX records earlier.
3. Under "Email Routing", select "Local Mail Exchanger" and click "Change"
4. Return to the MXGuardian control panel and run the diagnostic test again.
Older versions of CPanel look like this:
Newer versions of CPanel look like this: