This post is an online archive of the page (http://www.michaelbrumm.com/spfwindowsdns/)
How to Add an SPF Record in Windows 2000 and Windows 2003 DNS
Step 1: Select and open the domain in which you wish to add the SPF record. Right-click in the record list and select “Other New Records…” from the menu.
Step 2: Select the Text (TXT) record type and click the “Create Record…” button.
Step 3: Type the SPF record data in the “Text” textbox. Click the OK button.