The DFUPGM is a program created using the DFU (Data File Utility) tool. You can access DFU by using the command STRDFU. This is a programmer’s tool for manipulating data in files. You should be very careful using this tool as it allows you to change data in files without any validation. Your application programs will normally have some sort of validation to prevent invalid data getting into your files.
A description of DFU PGMs can be found in the Information Center here and the DSPDTA command here.