An SPF (Sender Policy Framework) Record helps mail servers distinguish between real mail and forged mail being sent from a domain. You can create a SPF Record that's similar to the one below:
yourdomain.com IN TXT "v=spf1 include:_spf.securembox.com ~all"
This record needs to be added to your DNS zone file. This is the same company you contacted to update your MX records to point to the Exchange server.