I have a problem in creating Distribution Group for a SharePoint group.

I have set up incoming mail server settings in SharePoint central administration
and tried to create SharePoint group.

While creating SharePoint group, I have selected
Create an e-mail distribution group for this group? to "Yes"
and I have provided email address for distribution group.

I am seeing following message always for the SharePoint Group
Distribution list status:
Creation request pending


Can you please help me in this, am I missing anything ? any Articles links for
help