Till now, I had integrated almost all the cool features of windows vista in windows xp including vista start menu in xp or vista like search in xp and you can also get vista like drives in xp or get the windows seven taskbar in xp
Similarly with this simple free utility called TheEnd you can get the feature of renaming the file names without selecting the extension of the file in windows xp just like it happens in vista.
Additional Tip: Get Transparent Vista Explorer With Aero Glass Effect In XP
In order to activate this feature you just need to make sure that this program is running and the program icon is shown in the system tray. To Rename the file of any extension press F2 or double click on your mouse slowly.