Using diff domains for website and mail servers

[MacRonin]

I was just reviewing the CiviSMTP setup info on http://civismtp.uas.coop/drupal/node/1 and it looks like I might be able to do what I need. But I want to make sure. Our primary domain has its email being processed by Yahoo (long story) but the actual webserver(with CiviCRM) is on my own box(with a few other domains).

Now since Yahoo plays a few games with the DNS settings for their mail servers, it is not something that I can easily change. So as an alternative I planned to use a second domain(very similar name to our main one) to actually send and process our CiviMail sent items.

I want to make sure that this can be done before signing up. Our domains would be:
example.org for the webserver with CiviCRM installed on it
example2.org for the domain to be used to send and process the CiviMail

but the mail sent under example2.org would have its information updates(bounce, unsub etc.) reflected on the CiviCRM instalation that is located at example.org

I am currently running a Drupal 5 install with CiviCRM 2.0.5 under php 5.2.6 and MySQL 5

Thank you in advance for any help/info.