File extensions

I just got a winrar file from a friend, and it didnt have an extension on it, so i added the .rar. This works, but theres multiple rar files involved, meaning it needs to be .r00. But i cant just rename it and change the xtension anymore. My question is:

In Microsoft Windows XP Pro, how do you change a file's extension, when you are unable to rename its extension because the extension is.... i guess.... hidden?

You can set Windows to show filename extensions from Folder options.

Thank you! (got it!)