Photoshop: Only change the file name but keep file extension

In the Save/Export-dialogue:
When I want to save a file and I click on a name in the folder I'm in, PSD not only takes over the filename but also the extension, which if course is wrong.

You can see it in this very short movie I made:
http://www.hoch7.ch/custom/psdFileextension.mp4

Best, Lorena