Wonky filename extensions

I'm building a Flash projector file (.exe) that loads external .swf's from a local folder. On my computer (a Dell pc) it works fine.

But when I copy the files to a portable drive to test on another pc, the .swf's lose their filename extensions and then won't load. Other files in the same folder keep their extensions just fine, something I'd never seen before. Isn't that a system setting, hiding the extensions? In this case only the .swf's lose theirs.

I tried moving the .swf's out of the folder, to the same level as the .exe, but it didn't help.

I tried adding the extensions back on manually, but then I get an error that says they're now named (filename).swf.swf.

I'm completely stumped by this behavior. Any suggestions welcome!