The second option doesn't work for me because Hostgator won't let me create a CNAME entry with the value "mail.yandex.ru.". I had to remove the last dot for it to allow me, but Bitrix didn't accept it anyway.
I could't do the last option because I'm not sure how to.
Is there anyway for you guys to manually validate this for me? As you can see I have setup the file as the first instruction tells me to, so everything is proper.