First of all: A PTR record is most often set by your ISP. Probably nothing you can set yourself. It a record under your IP number not your domain name. Contact your ISP and ask them to set up the PTR record.
You should also look up SPF records and DKIM. If you are experiencing that sent mails end up in the trash can!
Some good reading on the subject: http://www.allaboutspam.com
Some other reading on PTR records: http://www.itworld.com/networking/362601/how-setup-reverse-dns-and-ptr-records
EDIT
The PTR record should point to the domain name sending the mail. for example: if you are sending mail from admin@example.com the PTR record should point to example.com