It may work if you add it as a CNAME and not an A Record...
I just don't see what you're trying to accomplish...plus it is likely to cause trouble down the road if you wanted to use the newly implemented SRV failover
Now if all you really want is a SIP URI of the type
myname@mydomain.com format that rings into your VoXalot acct. look at OnSIP's a la carte service...