Keisha, he just wanted that the user would have got an error message of corrupted file or something. I don't know why he wants that, doesn't make any sense to me either, but ii-monk's message was THE answer. I guess he has the file extension hided, which is IMO a very stupid and an annoying option of Windows, when I enter a new Win box I always turn that off if the resolution is good enough (otherwise I first change it from 800x600 to 1024x786 and then toggle file extensions visible)... But anyway, to the question...:
Open "My computer", select "View", select "Properties", uncheck "Hide known file extensions".
Then you can change the extension of a file without the file getting double-extensioned.

-ZeroOne