It is possible to configure several types of records in one DNS record. For example, you might create an A-record and a MX record for subdomain.domain.eu.
An exception is the CNAME record. For this record it is not allowed to submit an extra record. For example, if you use a CNAME record for a subdomain, then it is not allowed to also add a MX or an A record.
For the same reason it is also not allowed to configure a CNAME record for the '@' record. This is because the '@'-record contained in a zone file always already has a SOA-file.
More information about the DNS RFC can be found on the following page: http://www.ietf.org/rfc/rfc1035.txt