It may help to understand how this works:
When someone sends an email or enters a url in a browser the information is sent to the nameservers where the domain is hosted (normally by the registrar). The nameservers then look at the records to sort out where to forward the request. For emails, they use the MX record with the highest priority, For web site url requests they use A records and optionally CNAME records.
So no matter where you host the domain, what you want to end up with is an A record pointed at the ip address of the server where your site is hosted, and an MX record pointed at your email host.