Win XP/Vista/Win 7

One of the first post-install tweaks or 'new' system tweeks, with security in mind, is to change settings to show file extensions.

This is considered a "legacy" flaw that Microsoft has chosen to ignore for at least a decade.

Open a folder in Windows Explorer, select Folder Options from the Tools menu, and then choose the View tab.
Uncheck the box (see arrow)

Click to view attachment