To the best of my knowledge, I created an SPF record using Microsoft's Sender ID Framework SPF Record Wizard and saved the file. However, I am not sure where it should be set as far as DNS goes -- internal to our network or external to the registrar?
The SPF record, just like your MX record, is used primarily by external messaging systems trying to send you email. You will need to have the SPF record added to your external DNS domain/zone in order for them to see and use it.
Check out "Implementation tips for the Sender ID Framework -- Creating your SPF record" for an updated guide from Microsoft on creating and using SPF records.
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