Show Extensions of Known File Types
By default, Windows XP hides the extensions of known file types like .jpg, .doc and others. It's very easy to change this enabling all extensions to be shown. To do this double-click "My Computer" and in the "Tools" menu locate "Folder Options...". Click on it to see the following window:
Click on the "View" tab and uncheck the box labeled "Hide extensions for known file types". Then click "Apply" and close the dialog.
Now you should be able to see the extensions of all file types.