Windows 7 by default does not display file extension while listing files in explore window. You can change this behavior easily. Open any explorer window. From menu click "Tools" menu. Under "Tools" menu select "Folder Options..." as shown below.
On folder options dialog select "View" tab. On "View" tab uncheck the check box with text "Hide extensions for known file types."
Now check your explorer window.. it should be displaying extensions for all the files listed.