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Most client resolvers are not capable of following referrals, which is why the first name server will normally process all query referrals, passing the final answer back to the client resolver. This process is called DNS Recursion and is all done behind the scenes.

If you manually send a recursive query to a remote DNS server (say you ask IBM's servers to resolve you will normally get an error similar to "WARNING: recursion requested but not available". This is a security aspect that prevents DoS and other possible issues. Most DNS Servers are configured to only handle recursive requests for a fixed group of IP addresses such as the companies internal network.

Pete Nesbitt 2012-04-23