In order to set SPF record for your domain go to the site called
http://www.openspf.org/
Select option there called SPF WIZARD
Put your domain name there and say start.
Select all those options you want there like A record, MX record and press continue button.
You will get a spf record for your domain under the heading,
The SPF record:
v=spf1 a mx ?all
Now you will have to put this record in the dns zone for that domain on the server.
You will have to add the entry in dns zone for that domain, for spf record as per given below,
domain.com. IN TXT v=spf1 a mx ?all
You can check whether it is added correct to your domain at http://www.dnsreport.com/tools/dnsreport.ch?domain=domain.com >> Mail >> SPF record option.
