Windows is normally set to hide common file extensions. You need to check if this is the case.
Open Windows Explorer and select Tools; Folder Options; and under the View tab, look for "Hide file extensions for known file types". If the box is ticked, de-select it and check your file again. You will probably find it has a double extension (the original and the one you gave it). If so, right click the file, select Rename and remove your extension. Alternatively, if it genuinely doesn't have an extension, now is the time to type one in (a full stop immediately followed by the extension.