If the file format is not supported, we can change the extension of the same. You may also encounter this issue due to misconfigured registry, some bug, or corrupted Photoshop preferences.

A DXF file is an AutoDesk AutoCad Drawing Exchange file. A PSD file is a layered Adobe Photoshop graphics file. Unfortunately, Adobe Photoshop does not provide ... the MSF file extension is ...

But it may happen that you do not find your desired file ... Now decide which file type you want to add. It could be a Photoshop .psd file extension or it could be any other one.