Domain confusion

Domain confusion

I have just signed up with a free account and I have added one of my own domains to it. I assumed that any mail sent to this domain would appear in my inbox, but it seems that it only matches against known names, anything else is rejected, fair enough. So I went into Send Mail As, to add another name to my domain and it wants me to verify the email address, but my domain is pointed at Zoho MX servers, so the verification email is being sent to the Zoho mail account that I am trying to verify and of course I never receive it.

I'm stuck and I don't know where to do from here, can anyone help?