This article does not discuss how to do this, but if you are pointing it to your own DNS servers under your direct control, you must have advanced knowledge of the DNS servers you are managing or must have access to the documentation needed to create the DNS records yourself.
This article still may prove useful to let you know what kinds of records you need.
Beware, the person answering the phones often does not know what a PTR record is, and you often must get past that person to make the call work out.
AOL is also famous for doing this check, and they have changed their minds from time to time and taken this check off, but it is impossible to predict when they will put the check back on again because they have several times in the past and still do sometimes.
Many companies, including your own ISP might offer DNS hosting on your behalf, but make sure they offer a web based interface which allows you to have some control over your DNS records and make sure they offer good technical support.
All of their interfaces are different, but they accomplish the same basic thing; they allow you to publish your hostnames and important DNS records such as the ones mentioned in this article to the Internet.
Some mailservers will not trust mail coming from your server unless they can do a reverse DNS lookup. Most mailservers care that a PTR record exists at all.
Strict mailservers do a forward lookup on the name your mailserver introduces itself as such as mail.example.com, verify it is the IP address that is read off the connection, and do a PTR lookup on that IP address to see if it resolves to the same name.