I found this in a few different places around the 'net - hopefully it's helpful:
Stop Getting Tricked into Running Viruses
Stop getting tricked into running viruses because you don't see the file extension of an attachment.
- Click Start, click My Computer, and on the Tools menu, click Folder Options.
- Clear the Hide file extensions for known file types check box, and then click OK.
Now when you receive a file called something.jpg.vbs, you'll see the .vbs extension and know that it is not an ordinary .jpg file.