SPF, which abbreviates Sender Policy Framework, is a validation system that is aimed at protecting against the so-called email forging. Essentially, this means sending some message from one e-mail and making it appear to be sent from a different one with the objective to scam in some manner the person getting it. When the SPF protection is active for a domain, a record that contains all of the mail servers authorized to send messages with addresses part of the domain is made. The record is stored on all the DNS servers that route the Internet traffic worldwide, thus they all will recognize if an e-mail message originates from an authentic server or not. The check is done at the first server where the e-mail goes through and in the first case the e-mail message is forwarded, but in the second one it's removed and it never gets to the intended recipient. Applying SPF records for your domains will prevent any unauthorized people from making use of your emails for harmful purposes.