Karen, try this....I was able to make mine "display" by selecting this button...
The steps below are from Windows XP system. The menu options may vary for Windows 9x systems.
Open Control Panel
>> select Folder Options
>>>> Click File Types dialog (tab)
Wait until they load and then scroll all the way down and select: URL - Internet Shortcut
Click Advanced button
UNCHECK "Always show extension"
Click
OK,
OK
and close the dialog.