In Leopard, Apple fixed an annoying aspect of working with the Finder in Tiger. Previously, if you changed a file's extension, the Finder prompted for confirmation. But since no one has ever accidentally changed a filename extension, Apple thankfully added an option to turn that warning off in the Leopard Finder's preferences. Choose Finder > Preferences, and in the Advanced screen, deselect Show Warning Before Changing an Extension.
From Adam C. Engst