What is SPF record? It's a nice feature that helps to fight mail spoofing.
By adding TXT field to your domain DNS let's say "v=spf1 mx -all" you can explain to other email systems that only authorised MX hosts can send email for this domain. If you are not sure you can start with SOFTFAIL "v=spf1 mx ~all"
Read more http://www.microsoft.com/mscorp/safety/technologies/senderid/default.mspx