If you want Windows to speed you past the confirm-rename dialog when you change a file's extension, you could try this Autohotkey script:

While, 1
WinWaitActive, Rename ahk_class #32770
send y

It works in Windows 7. What it does elsewhere, I have no idea. Somebody want to test?

Note: This thing does not work on multiple files, not as is. There is a fix somewhere I'm sure but I haven't found it yet.

Here's something I added to the mix. If you realize you didn't want to rename your file after all, *immediately* use the key combo ctrl+z. If you then realize that you DID want to rename the file in the first place, use ctrl+y. If you changed your mind again, use ctrl+z again. <-If it gets this far, you're tired, walk away from your computer for a while.

The script came from here: