Problem with SPF

Hello, I'm having problems with the SPF. When I try to send an email to my zoho account. It says: it is currently not allowed to relay through this server. Perhaps you have not logged into the pop / imap server in the last 30 minutes or you do not have SMTP Authentication turned on in your email client.

I Buy the domain in one site, but the hosting is in another, anyway I added the SPF configuration in both (like the MX and DKIM). Error still appears. Is there something I've done wrong?