I want to enable DomainKeys and SPF.
I have cPanel 11.24.4-R34599, WHM 11.24.2 - X 3.9, CENTOS 4.4 i686 on standard

I ran the following commands:

/usr/local/cpanel/bin/domain_keys_installer UESR
/usr/local/cpanel/bin/spf_installer USER

after running the commands at the end of my /var/named/USER.com.db I have this this:

default._domainkey.USER.com. IN TXT "k=rsa; p=MHwwDQYJKoZIhvcNAQEBBQADawAwaAJhAM5BE7Duukeiqq7yRaHwl7bISIM6OJ8SaS5oNK6ycH6TAN
GKy3+e3+kbUBlUej3G+RwoxOgTLwBOwsdPLmeI1/V76pEDhZKkGMuKak1n2/RqcGFVbmc7m5ZjRWgCSHhLCQIDAQAB;"
USER.com. IN TXT "v=spf1 a mx ip4:209.62.0.18 ?all"

I restarted exim, but still this it is not working. I have this in the email header:

Authentication-Results: mta105.mail.re3.yahoo.com from=USER.com; domainkeys=neutral (no sig); from=USER.com; dkim=neutral (no sig)

Obviously it is not enough. Exim is not sending the signature.

What else do I have to do?

Is your server the authoritative name server over that domain? If not, you want to add the domain key with whoever hosts the DNS. If so, try using dig to query yourself for the domain key.