[CentOS] Mailers and records MX

I've installed bind on centos 4.3.. This is a part of my config file:

example.com.        IN      MX  10   mail.example.com.
example.com.        IN      MX  15   mail1.example.com.
example.com.        IN      MX  20   mail2.example.com.

mail.example.com.	IN A x.x.x.x
mail1.example.com.	IN A x.x.x.x
mail2.example.com.	IN A x.x.x.x


Every seems to be fine, but I'm constantly receiving messages in my 3 MX
servers, even if mail.example.com (the less MX record) is available
waiting for connections from outside... Why if my less mx record server
is available the others servers are constantly receiving messages for my
domain?

Thanks for your time
Israel