Juan should probably not use this .blah filename for windows.
I agree. The idea behind the initial dot was to keep the license file hidden on Linux, which is PixInsight's reference platform. Then I "exported" it to the rest of platforms (clearly a bad decision), although I already had to remove it on Mac OS X, due to the difficulties to manage hidden files on that OS.
I plan on changing some key aspects of the licensing system in a future release. For example, on the Mac, the license file should be located, along with the settings file (PixInsight.ini), on a ~/Library/PixInsight folder, instead of the user's personal folder, as happens now. On Windows, the initial dot will be removed, and maybe other changes should also be desirable —let me know what you think in this regard.
Sorry for the inconveniences!