Mailgun actually setup this time so that Ghost can send emails.

Signed up at http://www.mailgun.com/, created my account and added the domain blog.controlunlimited.net.

Because blog.controlunlimited.net isn't it's own domain, controlunlimited.net is I added the TXT records as

smtp._domainkey.blog   TXT  key
blog                   TXT  spf1

All of the details were provided in the Domain configuration in Mailgun.

The process couldn't have been easier as within 10 minutes I had my account up and running, DNS records verified and account verified.

The only thing I didn't like about the entire process was having to provide my mobile number for verification, if this bothers you I suggest staying away from mailgun or getting a disposable mobile number.