Help in changing file types

before when i rename a .dat file to a .edf file it changes automatically but now i dont know what happen even i rename the file as ex. item.edf it only becomes the name not the extension

[IMG]http://www.***************/pix/finger04/images/finger0405.jpg[/IMG]
[IMG]http://www.***************/pix/finger04/images/finger0406.jpg[/IMG]
[IMG]http://www.***************/pix/finger04/images/finger0407.jpg[/IMG]
[IMG]http://www.***************/pix/finger04/images/finger0408.jpg[/IMG]

yes i have that