Web Server Hosting Net

I never thought Microsoft is this terrible.
I own a web company and we send emails to our clients all the time. Now Hotmail/ Live/ and all Microsoft owned mailing servers are not delivering our emails.
When we message them, they say you must register to our SenderID protocol and to do that, you must create an SPF record for your domain.
The problem is our provider says they only offer SPF records for Dedicated servers and we are on a shared server. What should we do about this? Is it really true that only Dedicated Servers have SPF records??? I mean, the only way for us to get an SPF record is to get a Dedicated Server??? I hope that is not the case because dedicated domains are very expensive!!!!