SPF records are confusing. Now that that is out of the way, hopefully this will help more than it hurts.
SPF stands for Sender Policy Framework and it’s designed to help eliminate SPAM. That said, it’s nice to have yet tricky to setup. Here are some examples.
"v=spf1 mx -all"
Allow domain’s MXes to send mail for the domain, prohibit all others.
"v=spf1 -all"
The domain sends no mail at all.
"v=spf1 +all"
The domain owner thinks that SPF is useless and/or doesn’t care.
There is really no need for me to go into more detail as the following links will help you set this up.
SPF Record Syntax
http://www.openspf.org/SPF_Record_Syntax
SPF Record Project Overview
http://www.openspf.org/Project_Overview
Microsoft’s Sender ID Framework Tool – This will help create a good SPF record
http://www.microsoft.com/mscorp/safety/content/technologies/senderid/wizard/default.aspx