First of all make sure you *can* modify file extensions :
- open Windows' Start menu, select Run.... Type in "explorer"
(without the quotes)
- in the 'Tools' menu, select folder options
- then click on View
- Deselect the option "hide file extensions for known file types"
From now on, to rename files, right-click the file to rename, select
rename, then give the file a new name and extension, then hit enter.