I recently set up SPF records for a domain and when I checked the records using http://www.kitterman.com/ I got an error message that stated
SPF records should also be published in DNS as type SPF records.
In Godaddy there is only an option to add TXT records, and not SPF records, as far as I can tell.

They do have a link for "Add SPF Record" but it just generates a TXT record. Does Godaddy just not support this or do I not understand what the error message is saying?