The link that jumped out at the top when I googled DFS was this:
http://www.bloomberg.com/research/stocks/private/snapshot.asp?privcapId=4816323
It describes it as a company that provides financing solutions, typically via revolving and installment loans. (But it's not a bank.) It sounds a lot like what finance companies do who provide financing to people who want to buy furniture at Rooms To Go or big screen TVs at Best Buy.
They don't sound like incredibly predatory loan sharks, but it sounds a bit to me like the same sort of consumers might use them. I.e... I see a shiny computer (TV, etc.), I don't have the money to buy it, so I take out a loan from a company that advertises right at the store.
I'm basing it also what the OP told us. He's received a message stating unequivocably that "You have a consumer finance account on your credit report." He's looked over his report carefully and the only possible thing it could even remotely be is Dell Financial Services, the company that provides financing for shiny new Dells (just like there are companies that do that for Best Buy and RTG and so on).
I am not saying I don't like DFS, or that they are bad, or that people who get loans from them are bad. I am just using Ockham's Razor. The simplest explanation is that the OP is right and that somehow DFS is being tagged by FICO, when it appears on a consumer's report, as a consumer finance company. I am probably overcautious, but it's because of this kind of thing that I always arrange my financing through a full blown bank or major credit card. Because I don't know how other kinds of entities will be viewed.
Curiously, Revelate posted an interesting link earlier today on a different thread that described how insurance companies go out of their way to ding you in their own internal credit scoring systems for things like having finance companies on your report, and even more reputable things like store cards.
