Where was this *.do file? What was it called and which application did it come with? The only *.do connected to struts that I know about is the .do servlet mapping in the web.xml to route all such requests to the struts action servlet. Is that what you mean?
I have seen things you people would not believe, attack ships on fire off the shoulder of Orion, c-beams sparkling in the dark near the Tennhauser Gate. All these moments will be lost in time, like tears in the rain.
*.do is a directive in the web.xml file that tells the application server to send all form actions to the controller. The controller then takes whatever the first part of the statement (eg. if action.do, then uses action) and compares it against what is in your struts-config.xml file to determine which action mapping to use. There are no actuall .do files anwhere.
There are reasons for which one might be preferable to the other. Some browsers will ignore the mime-type sometimes, so if you wanted to serve up a dynamic pdf, you might want a pdf extension so the browser recognizes it. On the other hand, to use modules under 1.1 currently only works with extension mapping.