I'm bumping this thread because it still turns up as the very first hit on Google. All other hits are nearly just as old. I wanted to post cause as useful as Master Bo's post was, there was a slight error in it.
Originally Posted by Master Bo
According to this
, you just create corresponding record (SPF), starting it with "v=spf3".
Actually, you DON'T want to do that apparently. According to this link http://www.openspf.org/Community/SPFv3-SPF-RR-exclusive
,Admins MUST NOT create RRs of type TXT that start with v=spf3
SPF entered as TXT records was the accepted normal cause the alternative, and apparently PROPER method of SPF as it's own DNS record, was not widely adopted yet. These days, it's working it's way into system. I haven't seen it in cPanel yet though.
Entering in SPF records in as TXT or SPF should be fine for now. I haven't encountered any servers that exclusively use SPF. They all still look for TXT records.