I don't think X10 allows catchall addresses, i.e. the *@domain address is taken literally, and don't take all emails. Just to make sure the domain is set up correctly make a test email account, e.g. test@domain to see whether that receives emails, if this works, then catchall is disabled, if it doesn't, you need to sort out mail server settings first.
The checkdns thing isn't something to worry about: that simply tests whether you have any default email addresses set up such as postmaster, root, info, webmaster, which aren't set up at X10 by default, and I doubt you created yourself.
//Edit: you can use catchall: log into cpanel, then go to the following address:
http://starka.x10hosting.com:2082/frontend/x3/mail/def.html
(replace starka with your server name)
This lets you access catchall settings.