SPF Setup

Hi!.

Just a simple question about SPF... Who shld set this up?  Correct me if 
I'm wrong, this shld be setup by the one who is hosting my domain.  I 
don't have Name Server, I just park my domain to where I registered it.  
BTW, Im hosting my own Email and Web.  My Server is checking SPF from 
outside. Ironically... my domain has no SPF published....  So, other 
Mail server might close their connection whenever receiving our "NO SPF" 
mails.
Thanks in advance for your help....

Regards,
Anthony