Simply adding SPF records to your domain names will not stop actual SPAM or attempts to spoof your email address. It's simply a verification method that mail servers can use to determine if a message is from a legitimate IP address. It is helpful when remote mail servers implement SPF verification. While having a SPF record is helpful and should not result in any problems, you have to enable the following option in "WHM Home » Service Configuration » Exim Configuration Manager" under the "ACL Options" tab to reject mail from senders that fail a SPF check:
"Reject SPF failures"
This will reject mail at SMTP time if the sender fails SPF checks.
SPF records are more-so for the servers you are sending the email to. It's not really intended to help with incoming SPAM. It helps prevent spammers from sending messages with a forged "FROM" field if the remote mail server checks SPF records.