I have the GoDaddy hosting and send mail using the following code:

 $to = "[email protected]";
 $subject = "Test mail";
 $message = "Hello! This is a simple email message.";
 $from = "[email protected]";
 $headers = "From:" . $from;
 mail($to,$subject,$message,$headers);
 echo "Mail Sent.";

When the mail arrives at its destination I see the following (in red outline)

I don't want to show the "via server" and for that there is an option to add a SPF record.

To do this I have followed the instructions in this page:

Managing DNS for Your Domain Names

but it's not working.

After that i have tried:

v=spf1 include:_spf.google.com ~all

as described in http://support.google.com/a/bin/answer.py?hl=en&answer=178723 but I still get the same result.

How can I solve this and prevent "via server" showing?