Changing DNS entries

We are trying to add several A records to our DNS in preparation to change the MX record.  However, the changes we are making are not being propagated.  Also, if I ping mail.mydomain.com I get a reply but there is no mail. record in the DNS table I see under my website control panel.

How do I get my changes to propagate?  I have seen several comments about "legacy" and "vanity" domains having issues.  How do I determine if we have one of these & how do I get the DNS changed if we do?

We called tech support but they were useless & are now waiting "up to 48 hours" for a call back from tier 2.  I really don't have 48 hours to waist on this project right now.  We are supposed to be cutting over to the new mail server on Monday.