Easy - what they want is for you not to host their email for them any more. theyre saying theyll do it themselves.

So... all you need to do is go to the dns setup for their domain and add an MX record pointing to the IP or hostname of their net connection (I assume its static else theyre gonna have issues). Then all email inbound will route straight to them not even via you. The rest is up to them to config.

One thing they MAY want is a store and fwd service, in case their net conn goes down, so they dont lose emails. I would tell em to bugger off cos its more hassle than its worth. They can pay another company to do that if they want. If they did that, you would likely point the MX record to the servers of the 3rd party company who would then fwd the mail to them.

The only issue you may have is if their sites require sendmail for forms or anything to send emails directly from the web server "as" them. As you would no longer be hosting their email and their MX record refers to a different address, you would therefore effectively be spoofing their domain TLD when sending emails from the site. Some providers dont like that, esp if they do reverse dns lookups on the IP where the mails originated. This may cause some mail to be either identified as spam, or blocked completely!

Ironically I dont do exchange stuff in my new job... its the only downside!