It's actually quite similar to how you enable individual extensions, but actually a bit easier yet. Here are the steps involved:

Start out by opening up any old folder on your system, and choosing Tools --> Options, or going to START --> Settings --> Control Panel --> Folder Options. Either way, you'll end up at the General folder display preferences for Windows XP:

Instead of clicking on the "File Types" tab like we did earlier, however, click on "View", and here's what you'll see:

As you can see by the highlighted cursor, it's the last option here you want to uncheck: "Hide extensions for known file types". Click that, click "OK" and *poof* your system will be displaying filename suffixes for every file type, known or unknown.

Now your folders will look like this:

Or, if you have it in "Details" view, perhaps like this:

Hope that helps you tweak WinXP to work exactly as you desire!