You didn't rename the file extension (which is .DAT) you renamed the file itself from "TRF1" to "TRF1.GIF".
Only the part after the last point "." of the total filename is the file extension; everything before it is considered the filename.
I'm sure you followed the instructions as good as possible, but the error you've made is very common to make when you do not show file extensions in Windows Explorer (by default they are turned of).
It s only by showing the file extensions that you know which file is which
(personally I can't understand why people, heck even MS, don't want file extension to be visible. It is actually even a security risk if you don't show them since for all you know you could be starting "mydocument.bat" instead of "mydocument.doc" in word).
To enable the showing of the file extensions, see:
http://www.bleepingcomputer.com/tutorials/tutorial62.html
follow those instructions and do everything as said, it will enable you to see all the files including their extensions which are on your computer instead of only a select few.
Once you've done that, repeat the renaming instructions as posted in my previous post.
/ 
