Actually, there is a difference. I am afraid to - means that this person afraid to DO something, so the action (to do on not to do) depends on this person. I am afraid of .. ing - means that this person afraid that something can happen, and this event doesn't depend on this person.

Hello Raul, I'm not sure if you are asking what is the difference between "to+verb" and "verb+ing" in gereral. I believe you are asking specifically the difference regarding the phrase "I'm afraid...", so with this regard there isn't actually a difference, they both have the same semantics. Merry Christmas and happy new year! Higor Carvalho