MX Records

I have just joined Profreehost and still setting up things. I wanted to try them out before my present hosting runs out. My query is I have my own website domain name hosted elsewhere and have added it to my new Profreehosting account. I have changed the name servers in the Domain registrar but where do I change my MX records, is it at my Domain Registrar or ProFree Host? I can send emails from my webmail in freehost and received them the other end OK but when I go to reply from another email address I never get the email.
I have added my MX records to my Domain Registrar, is it just because they have not be propergated yet? Otherwise I am very happy and will probably end up paying for my hosting.

Hi there,
I feel as if I am dong something wrong, it says to put the mx records mx.unaux.com for my email address but it still doesnt work, I can send but not receive.

My Domain is Friendlychook.com
Thanks in advance

Thank you so much, I really appreciate the time you gave me, it is working now.
Once again thanks for a quick reply