I don't think setting your MX to open relays is such a hot idea, but I
do like the suggestion given previously of setting it to 127.0.0.1.
I had to play the 127.0.0.1 game once with a domain. My DNS server
was getting slammed because someone sending spam claiming to be from
ftp.somewhere.com, which didn't exist. I wasn't getting the bounces.
What I was getting were hundreds of DNS lookup requests every second
from all the people trying to bounce the email. Since the domain
didn't exist nobody was cacheing--which meant that I got *all* of the
DNS requests. 127.0.0.1 for ftp.somewhere.com solved that very
nicely. But it did make an interesting DoS attack.