I am not sure this has been asked before, but I couldn't find it and I am hoping to get a solution or at least a good explanation of why this is a bad idea. (there are questions about using underscore or spaces, but as far as I can tell nothing about full stops).
I started using full stops to replace spaces in file names but LaTeX does not seem to accept this. For example, when I name the figure figSE.pdf the code compiles fine, but if I name it instead fig.SE.pdf I get the error message
ERROR: LaTeX Error: Unknown graphics extension: .SE.pdf.
I know I can just rename the file, but I quite like my new system and if there is a way to make LaTeX accept it I would prefer (and I don't want to use hyphens nor underscores).
Here is a MWE
\documentclass{article}
\usepackage{graphicx}
\begin{document}
\begin{figure}[h]
\centering
\includegraphics{fig.SE.pdf}
\end{figure}
\end{document}
And an example of a figure can be found here: http://dl.getdropbox.com/u/1885087/fig.SE.pdf