Tribulant Newsletter and Amazon SES and GODaddy

I have Tribulant Newsletter running on a GoDaddy Server and I am using Amazon SES needing to send out 1k – 10k newsletters per day. Does anyone have this type of setup that works? Why would GoDaddy need to be involved as a relay for any outgoing emails? They are imposing limits and configuration issues that will not allow me to send any emails. The lastest support call tells me I need to have an Amazon SES MX Record to bypass the GoDaddy Relays. Is this correct?