Backmann is right, if a file has no extention windows sees it as a "file"
And Murasame, i think you are pointing at the "hide extentions for known files"
option you have in the explorer settings.
In that case the file does have a extention, but windows has hidden it, so when you launch it, windows knows indeed what to do with it.
But if you rename a file and strip the extention, windows has no clue what it is.

If I had a file without a extention, I would try WinRar for starters, then 2nd IsoBuster, my 3rd option would be Gspot and notepad as last.

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