Splitting your domain's mail record between 2 servers isn't a good idea. Since you're "paying" for an Exchange mailbox, one option is to create aliases for the other addresses. Search here for a how to. The downside is all the email will still share the same inbox - you can direct mail to separate folders but any user will be able to see all the emails.
If that isn't acceptable, as Robert said you can create multiple domain email accounts at domains.live.com for free and there are plenty of other free web site hosts out there that are actually far superior to the 365 offering,