[exim] SPF and DKIM

Hello,

We're already using SPF and I would like to implement DKIM in my exim
but I remember I was once told by my ISP that SPF and DKIM cannot go
together (he saw a problem with DNS setup claiming it can only be
either or thing). I wonder if he was right. Can anyone point me in the
right direction?

Many, many thanks!

--
Zbigniew Szalbot