Creating an SPF record for you own domain does not actually help you to reduce the amount of spam that
you receive.
If you create an SPF record for your domain, then
other email servers are able to check if an email message originating from your domain was actually sent through a legitimate host or not.
If you want an SPF record for your domain, you have to create an DNS SPF record at your DNS provider. The wizard at
www.openspf.org helps you to compose the record for your domain.