From Windows Vista, it doesn't allow us to create a file which its name has only file extension and empty file name (e.g. .htaccess file). If you do, it will inform "You must type a file name".
Below is a trick to solve this problem.
1. Open Windows Explorer.
2. Right click >> New >> Text Document
3. Enter the extension name with dot at the end (e.g .htaccess.)
4. Confirm Yes for the warning
5. Congrat, now you got the wanted file -:)
If you know any other ways, pls give me comments below. Welcome!