Mail still being delivered to old mail server

Mail still being delivered to old mail server - Fix A Problem | Google Groups:

"Does your VPS have a email server like SmarterMail which is very
commonly available free on VPS'? If it does, please check that it is
currently NOT set up to receive mail for your domain (or the domain it
wishes to send to). Many mail programs are set up, to reduce
processing time and resources, to deliver LOCALLY emails that it is
set to receive even if the DNS records no longer point to it. If it
think it is still set up to receive mail for your domain, it will not
bother to look elsewhere like it should."