I am using the same IP for my http server and Mercury 32 mail server.However, I am using comcast's smtp to relay the mail (smtp.comcast.net,
port 587) if that even matters for the MX.
It does not matter how you are sending. A MX record is not really required, the RFC says to send to the A record if there is no MX record. That said, there are some strange mail servers out there and so I would recommend that you enter the GoDaddy domain as the MX record domain so those that require a MX record will be happy. Now if you do have an off-site MX host for your domain then you should also enter this MX host as a higher numbers secondary MX host.
FWIW, it would have been very helpful if you had not munged up the real data so we could provide real answers. This is not a security issue, these data go out with every message you send.