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/Peo, FreeWebSpace.net
I don't know much about oemmail, but I'll assume it's a third party mail service. If that's the case, they should provide you with an MX server to use. Simply enter that server hostname under the 'Mail Server' field on your CJB.NET account.
Then mail.oemmail.com is now handling mail for your CJB.NET hostname. If you're still having trouble, you will probably want to contact oemmail for further assistance.
The CNAME record can not be entered without using a third party DNS service. If oemmail insists upon that record being in place, you'll either need to use a third party nameserver or use a different mail service. I know when everyone.net was still free it didn't require CNAME records be in place.