Web on home machine and email on other provider

Before I started the process of moving things to a local server, I had the following:

• http://domain.com registered at godaddy
• http://domain.com hosted at 3rd party
• http://domain.com name servers pointing to 3rd party name servers

I want to move the web service over to a home system, but keep the email at the 3rd party, so I have started the following:

• purchased a Dyn Standard DNS Service
• changed godaddy name servers to dyn name servers
• setup local server to handle web access (router and server)

I have the following records:

• http://domain.com 60 A xxx.xxx.xxx.xxx
• http://www.domain.com 43200 A http://domain.com
• *.domain.com 43200 A http://domain.com

This all works. I can access web services from my local server.

What do I need to do to keep the mail services at the 3rd party hoster? Right now I don't have the ability (with my current server) to host mail, so need to keep it at the 3rd party site.