DNS MX Wizard ActiveX - Version 3.0 DNS MX Wizard is an ActiveX control that lets you query a Domain Name System (DNS) server for Mail Exchange(MX) Resource Records(RR). MX RR's contain the name of the server responsible for handling mail for a domain. Multiple resource records can exist for any server and each record has an associated preference level with it which lets you determine which server to try and communicate with first.