That's a very good question, one which more users ought to want to know the answer to

.
Windows XP comes with a variety of well-intended (but somewhat debatable) base settings. The developers choose to treat users as if they are children who don't need to know certain simple, useful things about the O/S they are using...in some cases, they are right...in many cases, the developers are wrong in their approach.
What you refer to are known as "file extensions." Without a file extension, it is impossible to know what type of file one is faced with, since any number of files may have the same front portion of the filename. A filename is normally considered to be the
complete name, which
includes the extension (the part coming after the dot/period).
Some forms of malware count on users not recognizing this security vulnerability.
In any case, you should allow yourself to see the complete filename for any file on your system. To do such:
a. Go to Explorer view of My Computer.
b. Click on Tools/Folder Options. Select the View tab.
c. Elect "Show hidden files and folders"...uncheck "Hide extensions for known file types"...uncheck "Hide protected operating system files."
Making these changes will allow you to proceed safely and intelligently when viewing a given file.
Dated but worth reading, IMO:
http://diamond-back.com/fileextensions.html
There are any number of useful references on the Web for any file extension. I find that Google provides the maximum number of answers that will provide the user with useful data re any known, valid file extension.
Louis