Lowest number will receive mail first that is lower number will have highest priority.
1)You will have to login as a root in WHM
2)Go to the option called DNS Functions >> Edit DNS Zone
3)Select the domain from list and edit that domain
You will see the entries like
XYZ.com. 14400 MX 0 XYZ.com.
mail 14400 CNAME XYZ.com.
4)Suppose you want to change MX to point to the ip 184.108.40.206 then you will have to do the changes in MX record as
XYZ.com. 14400 MX 0 mail.XYZ.com.
mail.XYZ.com. 14400 A 220.127.116.11
5)Save the chnages and remove the entry for XYZ.com from /etc/localdomains.
6)Edit the /etc/remotedomains file – this tells Exim to not handle mail for this domain.
Add the domain name to this file.
Save the changes.
7)You can check the changes done in MX record for the domain at http://www.dnsstuff.com/