Creating reverse DNS name for the local smtp server

Hello.
I have created on my VM a virutal SMTP server (IIS 6.0).
There was created an local domain like "mail1.mydomain.com" and remote domain like "mydomain.com".
After that I could send mail email messages, but they will fall to the spam...
Now I should create reverse DNS name for my smtp service.
When I am trying to execute Powershell command Set-AzureService or New-AzureService like this:

New-AzureService -ServiceName "SmtpCMyService" -Location "West US 2" -ReverseDnsFqdn "mail1.mydomain.com."

...i getting an error:

New-AzureService : BadRequest: The reverse DNS FQDN mail1.mydomain.com. must resolve to one of: a). the DNS name of this
Hosted Service (SmtpCaseOne.cloudapp.net), b). the DNS name of a different Hosted Service in this subscription
(0fc8716f-0522-44b8-87c8-4d05b5c3443e), c). a Reserved IP belonging to this subscription, or d). the IP of a
deployment or of a VM in this subscription.
OperationID : 'ee80655f1c28788896efc7506633ff81'
At line:1 char:1+ new-AzureService -ServiceName "SmtpMyService" -Location "West US 2" -Re ...+ ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~+ CategoryInfo          : CloseError: (:) [New-AzureService], ComputeCloudException+ FullyQualifiedErrorId : Microsoft.WindowsAzure.Commands.ServiceManagement.HostedServices.NewAzureServiceCommand

How can I fixe this? As I understood - I need to create the record on some of Name servers... or not? Help me please to customize my smtp server