That sounds correct. Since it is your Exchange server, it should have a pointer for your IP address to exchange.fl.newworldtravel
.com. This points that specific IP address to your Exchange server. If you have a pointer with a name, like john.doe.fl.newworldtravel
.com, then it won't go to the exchange server.
Here is a good article on A records, how to find and test them:
http://rscott.org/dns/a.html