In case your browser cant view the video, or you just don't have the time, here are some notes on how to do it:
Open any Explorer window (just run explorer if you want)
Go to Tools -> Folder Options, and go to the view tab
Click the radio button "Show hidden files and folders"
Uncheck the box "Don't show file extensions for known files"
Click apply, and any hidden files and folders will appear, and all file extensions will be shown.
In other news: Next video, customize your mouse cursors.