Email Authentication- Enabled & Inactive (Dns Check Failed)

[tittat]

From cpanel>Email Authentication ,i have enabled the SPF record option.
But the SPF record doesn't seems to exist on my domain.

When i try to enable the spf record at my cpanel iam getting the following error message.
****************************
Enabled & Inactive (Dns Check Failed)
****************************
Why iam getting this message.Or why my SPF record seems not to exist.
Any idea? pls make a suggestion.
Thanks in Advance.
Edit:
can any one pls answer

 

[Xemnas]

I don't think it has been set up yet.

 

[tittat]

Then can you please set up it.I facing some problem with sending my php mails.Everything gets filtered by SPAM guard.My visitors are not delivering their sign up mails.

 

[Xemnas]

The servers are currently under maintenance, so if the admins decide to set this up it'll be sometime after the maintenance is completed.