Windows likes files to have names. If you tell windows to change the name of a file to “.htaccess“, it will complain: “You must type a file name.” It seems to think that “htaccess” is the file extension for a nameless file.
I just stumbled across a workaround, though. Name a file “.htaccess.” (notice the extra dot at the end). Windows (Vista, not XP) will remove the trailing dot and give you a file named “.htaccess“.