When you say you click OK, and a filename without an extension shows up, can you give me the filename? Or you yourself can google the filename (which, I assume, you have already done), do a Sherlock Holmes from there.

And by the grammar/language of the message on that Winbox, it is not a legit.

Also try this: http://in.answers.yahoo.com/question/index?qid=20080428035602AAuDnob

_x