Silly SharePoint Bug: Folder name blocked as if it was a file

I was creating a folder for one of our clients in one of our Document Libraries, and was going to use the name of the client, but SharePoint wouldn't let me:

"The file you are attempting to save or retrieve has been blocked from this Web site by the server administrators."

Huh?

Turns out the name of the client ends with ".com" and com is one of the blocked file extensions on our SharePoint portal.  The same happens if you try to create a folder ending with ".bat", ".exe", etc...