I assume a Chinese company has given you a quotation with two options
FOB or Free on Board. The other should be
C I F or Carriage Insurance and Freight.
( I am unaware of a term CNF)
These are standard shipping terms and the FOB price will be the lower price since the Sellers responsiblity ends when the item is loaded aboard the vessel. All other charges will be passed to you.
This is fine if you are a regular shipper and have arrangements with a Freight Forwarding company who will take care of you at a reasonable price. Including innsuring the product against loss or damage.
However, if this is a one off then ask for the CIF this places all the resposiblity on the Seller to get the product to your door intact.