siri,
The problem is you have Windows set to hide file extensions. You cannot make a batch file without extensions.
To correct this do the following:
Open My Computer or Windows Explorer
Click on Tools on the toolbar
Chooes Folder Options from the dropdown menu
Choose the View tab from the Folder Options window
Uncheck "Hide extensions for known file types"
FYI: I generally select "Show hidden files and folders" by default as well.
Now, save your notepad as a text file, and you will see Example.txt which you can then rename to Example.bat and see the icon with the gear on it.
