Several graphics formats use pfi extension for their images. If you are not sure what kind of image it is, you will have to try any of the following options to identify the origin of your file.
Exporting Panorama Factory images as TIFFs
The Panorama Factory photo editor from which one the *.pfi files originates supports export to several other graphics formats, including TIF.
Saving PhotoFiltre Studio images in TIFF format
PhotoFiltre Studio also uses pfi extension for its main image format and also supports saving to TIFF format.