If you run Sticky Note in Windows 7,its process, is called StikyNot.exe. Several other Windows processes keep their process names under 8 letters.
Why do they do that? What is the advantage? Are they just clinging to the past? Or should everybody be publishing 8-letter executables?
The old DOS/Windows "short names" were 8.3 and there are still some DDE/RPC/COM facilities and APIs in windows that use them. Plus a few 3rd party products.
Raymond Chen of The Old New Thing Blog covered this: http://blogs.msdn.com/oldnewthing/archive/2007/04/02/2008357.aspx
They are just clinging to the past, there is no advantage of using 8.3 filenames. All filesystems that you care about will support them, if someone's filesystem gets bust and somehow reverts to 8.3 filenames, then they should expect applications to stop working.
A lot of modern windows apps DO use longer filenames. It's a good idea.
Also note that Windows executables don't actually need to end in .exe, but it is difficult to execute them (through Explorer) if they don't; you can still run them using CreateProcess()