What is a SPF record? Well it is a DNS entry that is used to help combat SPAM and email spoofing. It does this by adding information to DNS about which servers are allowed to send email for that Domain.
A SPF record is a custom record call txt in windows DNS. There are many tools that can help you automatically create a SPF record. At the end of this article I will list a great one.

The way SPF combats SPAM and domain Spoofing is when an email is sent from XYZ domain the receiving server or mail gateway (if configured to do SPF checking) does a SPF check. Once it gets the SPF details it gets the information on which IP or servers may send mail for XYZ Domain. Now if the email was spoofed it would show a different IP or server name then what the SPF records state and the receiving mail gateway or mail server will drop the email.

The link below goes to a SPF creation wizard created by Microsoft.

http://www.microsoft.com/mscorp/safety/content/technologies/senderid/wizard/

The link below goes to a SPF validation tool

http://www.kitterman.com/spf/validate.html