Thanks - so much easier to see whats going on now.
First the LWF.
Locate Preferences->Display->Color Management
Make sure everything is enabled with the tickmark.
Set Profile Source to Gamma Values, and set the Gamma Values to 2.2
Now Locate Preferences->Rendering->Images
Set color Profile to Automatic.
Set Gamma to 2.2
That's it for all your future needs. XSI makes it very easy to work with LWF.
However, you already worked on a scene with wrong settings, so we need to change few more things:
Normally, accessing the properties for your background image and changing it's Gamma (Adjust tab) to Automatic or sRGB should do the trick. But it's as if the Cameramip node ignores this and instead overrides with its own Gamma setting (bug?!). I can only get the background image to look correct by changing the Gamma in the Cameramap node to 2.2 - make sure you do that for the ground as well.
Do a testrender - your background should look as before, but the car should now be brighter.
Now the HDRI setup:
You are using a Light Surface node. I don't know this node but can tell it wont work for you.
Grab the Environment node and plug the HDRI directly to it's tex port (you also wont need the HDRI's Image node).
You will be needing the HDRI for FG and reflections - this means we need to split them up so they can have different gammas. FG should be fed with a linear gamma, but you do not want "linear reflections" on your car. They will look wrong (washed out).
Duplicate the Enviroment node.
Grab a Ray Type Switch node.
Plug the first Env node to the FG port.
Plug the second on the remaining ports - Eyes port can be ignored since you have already have a background defined.
Access the Ray Switch PPG and change the last pulldown to "Use FG port for final gathering".
Plug the Ray Type Switch nodes Out port to Environment on the mip rayswitch environment.
Thats it.
You can control FG and reflection intensity of the HDRI inside the Environment node:
Background: Controls how bright the image is in your background. Since you already have a background this parameter wont have any effect.
Reflections: how much the image is visible in reflections.
Image: how much the image will affect FG.
0=black, 1=normal, 2=double exposure/intensity etc.
One last thing - I promise:
You need to enable "apply display gamma correction" under Passes. Otherwise you will get a bad surprise as the rendered frame will be in linear space. If you however save as EXR or other formats that truely support linear space, and your workflow after 3d revolves around linear space, then you can ignore this step (but instead apply 2.2 gamma in post).
I didn't have your images so I worked with some random pics I have on my computer.. this was the result
Edit: Oh, one last thing. Make sure the HDRI is rotated so it matches with the background image. Do that in both of the Environment nodes).