DNS Zone Question

We have a client that we just setup hosting for, and instead of editing their DNS at their register, they simply edited the A record to point to our web server. That is fine as the site goes to our servers and everything is working. The problem is that when we try to send them email from our domain, it is getting bounced back to us with an invalid address error. The client is getting email regularly, just not from us. Did we have to setup something in our record so that our emails get to them properly? They suggested we should have done something with our DNS zone, but I'm not sure what needs to be edited.
 
Disable mail service, and setup the mail to point like his domain does.

You can get this from using dnsreport.com on the domain, and extracting the data they used at their registrar.
 
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