Another way.
Change the file form Say.java.txt to Say.java as Marilyn suggested (You can use Windows Explore to do this as well).
Now from Windows Explore highlight the Say.java file (click once on it).
Once you have the file highlighted hold down the shift key and right click on the file.
This will give you a menu with one of the options being Open With. Click Open With.
You will get a dialogue box with a list of programs. Scroll down the list (or type Notepad) to Notepad. Highlight Notepad. Check the checkbox at the bottom that says "Always use this program to open this type of file".
This should allow you to save files with the
java extension in Notepad without adding the txt to the end.
Let us know if you are still having problems.