Even if you set explorer to show you the file extensions some extensions are still hidden. Run regedit.exe and search for
NeverShowExt
anywhere in the registry. I found that the only place I really want file extensions hidden was under HKEY_CLASSES_ROOT\.URL and HKEY_CLASSES_ROOT\.lnk so that I don't see the extension in IE or on my desktop for links and shortcuts.
In order to remove the NeverShowExt all you really need do is rename it to something like
DoNotNeverShowExt
Because that way you can always go back and find the one you turned off that you really didn't want to turn off. It's a simple renaming of the key, there is no value for it just the name activates it.