Running program files on XP with non-executable extension?

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I downloaded a file (let's call it BLUESKY.EXE) which my anti-
virus guard says may be a virus.

I wanted to get more info about this file, so I disabled it by
adding a couple of random letters to the extension.  

        I renamed BLUESKY.EXE to BLUESKY.EXEHJ.

I figured this would stop my XP Pro from running it if I double
clicked it by mistake.  But my antivirus guard 'AntiVir PE' warned
me about it again.  Even with the dummy extension letters!  Surely
such a program file is now safe enough?


I found that if I add the random letters *before* the EXE then
AntiVir PE's guard does not detect it as a virus.

So BLUESKY.HJEXE is ok according to 'AntiVir PE'.

Is this just an oddity in 'AntiVir PE'?  Or is this being done
because of something in XP Pro which might truncate the letters in
a file's extension after the first three letters?

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