To change My Computer's settings so that you'll see file extensions in all your system file-handling dialogs, do the following:
1. Open My Computer or, in Vista or Windows 7, Computer.
2. Select Tools|Folder Options in Windows XP and Vista, select the Organize|Folder and Search Options menu item in Windows 7
3. Click the View tab in the resulting dialog box.
4. Uncheck "Hide file extensions for known file types".
5. Click the "Apply To All Folders" button near the top of the dialog box, click "Yes" in the confirmation dialog that appears and finally, click "OK" to close the Folder Options dialog.
Next time you restart WinFlash you should see the file extensions in all file-handling dialogs! This change will also enable display of file extensions when using My Computer itself.