How to make MS Paint (Windows XP) to use lower case file extensions when saving files? I mean setting the default behaviour when I don't enter the extension explicitly.
The default extensions used in the standard Open/Save dialogs are controlled by each application.
In this case, unfortunately, they are hard-coded inside the MS Paint executable. There's no way to change them, except from hex-editing mspaint.exe (not for the faint of heart).
I would suggest using a file renaming utility to change the letter case of the extensions.
On Windows Vista they all default to lower-case. I'm guessing you want this because you are going to use the files on the web or on a Linux box? If not, windows is case insensitive so it doesn't make a real difference apart from aesthetics.
Note, don't do these unless you really know what your doing
Try searching your registry for 'BMP' and/or 'paint' is it could be a registry setting.
If it isn't, then it would be set in the mspaint exe or associated DLL and would require a Hex-editor to change it.