Some DNS providers do not support underscores in CNAME records, however an underscore is required in a Domain Keys entry.

If your provider does not let you use underscores, you need to create TXT records instead. The following records are required:

smtpapi._domainkey.<<user's domain>> TXT k=rsa; t=s; p=MIGfMA0GCSqGSIb3DQEBAQUAA4GNADCBiQKBgQDPtW5iwpXVPiH5FzJ7Nrl8USzuY9zqqzjE0D1r04xDN6qwziDnmgcFNNfMewVKN2D1O+2J9N14hRprzByFwfQW76yojh54Xu3uSbQ3JP0A7k8o8GutRF8zbFUA8n0ZH2y0cIEjMliXY4W4LwPA7m4q0ObmvSjhd63O9d8z1XkUBwIDAQAB

smtpapi._domainkey.<<subdomain.users's domain>> TXT k=rsa; t=s; p=MIGfMA0GCSqGSIb3DQEBAQUAA4GNADCBiQKBgQDPtW5iwpXVPiH5FzJ7Nrl8USzuY9zqqzjE0D1r04xDN6qwziDnmgcFNNfMewVKN2D1O+2J9N14hRprzByFwfQW76yojh54Xu3uSbQ3JP0A7k8o8GutRF8zbFUA8n0ZH2y0cIEjMliXY4W4LwPA7m4q0ObmvSjhd63O9d8z1XkUBwIDAQAB