Recently this question came up on an internal mailing list.  Dennis Habib, a developer on TFS, responded with the following.

This is because '.com' is a restricted file type. Windows SharePoint Services (WSS) has a list of extensions that it will not accept and will fail (there are quite a few), but there is no way to get this list from WSS programmatically from the client machine so we can't give you a warning (the list is configurable). You need to either remove that name from the restricted list in WSS Central Administration, or choose a different name.

I didn't know that, so I thought I'd pass it along.  You can find out more at Configuring Blocked File Extensions.

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