You don't.... if you want your computer to run. That's called the file extension, and it identifies to windows what type of file it is (ie text, video, program/executable, webpage, and a thousand others.
You can have windows hide the file extensions from view, but you really shouldn't. It's a common trick with virus spreaders to name a file something like "hotpic.jpg.exe". Windows will ignore the ".jpg" thrown in the middle of the name (jpg/jpeg is a file extension for pictures), and only recognize the extension at the very end. If you have file extensions hidden, all you will see is "hotpic.jpg", which looks to you like a picture.... but when you go to open it, it actually runs a program, and you have a virus.
If you do want to hide them (not advised), go to Start>Settings>Control Panel>Folder Options, select the view tab, scroll down and check the box "Hide extensions for known file types."