A Sender Policy Framework (SPF) record is set as TXT entry into your DNS server.
This record prevent other foreign email server/spammer to send emails in the name of your domain name.
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A short extraction from Wikipedia:
Sender Policy Framework (SPF) is an email validation system designed to prevent email spam by detecting email spoofing, a common vulnerability, by verifying sender IP addresses. SPF allows administrators to specify which hosts are allowed to send mail from a given domain by creating a specific SPF record (or TXT record) in the Domain Name System (DNS). Mail exchangers use the DNS to check that mail from a given domain is being sent by a host sanctioned by that domain's administrators.