I can imagine that a question like this do not make any sense for a native Swedish speaker... but I still confuse. It is pronounced "k+finna" like Trisha suggested, "k+vinna or "k+rinna". It sound silly to ask but try to pronounce correctly "piñata (piniata) or pollo (poio) in Spanish and you will know what I am talking about.
Try to go for kv, but you'll often hear kfinna if you listen carefully. This is because voicelessness tends to be contagious in Swedish. It's easier to say two voiceless sounds next to each other, than to say one voiceless and then one voiced.
(g is the voiced version of k and v is the voiced version of f).