Member Rara Avis
Windows Explorer, right? Not Internet Explorer.
That's part of Windows all the way back to Win95, and is the default behavior for Explorer. A case of Microsoft trying to protect us from too much detail. Trouble is, I don't know where to find the setting in XP.
In Windows Explorer '98 version, go to View in the Explorer menu, then Folder Options. Click on the View tab. Under the File and Folders section, look for "Hide file extensions for known file types." Take the check mark off that and you'll have your extensions returned to you. (While you're at it, though, you might want to remove the check mark for "Do not show hidden files.")
I can guarantee you, Kit, it's not in the same place for XP. But maybe that will give you an idea of what to look for?