Filename extensions will not disappear

Ever since I've had my Mac, (since 4th January), it has displayed filename extensions to every file, despite my having read somewhere that the OS 'comes with filename extensions turned off by default'.
I have, naturally, tried to turn them off myself via Finder>Preferences>Advanced>'Show all filename extensions'. That tick box was already un-ticked when I looked, (despite all the extensions being shown), so I ticked it, closed the window, re-opened it and re-un-ticked the box in an effort to 'force' it to do as I wanted, but to no avail.
At a recent One-to-One session the tutors seemed to think that this was a bug in 10.6.6, (or at least what they described as the most recent manifestation of it), and cited another instance that they had come across since Christmas which was the opposite of my problem- the owner couldn't get his Mac to show filename extensions, no matter whether the box was ticked or not.
Were they correct in this belief, or is there a secret way to get shut of the extensions hidden somewhere in the OS?

My advice is to just get used to it. These filename extensions are important in OSX land, just like they are in the rest of the Free World.
Here's some interesting information you should know that I found at this link:
http://arstechnica.com/reviews/2q00/macos-qna/macos-x-qa-2.html
"The situation for plain files is somewhat less perfect. There are only two popular methods for representing concrete types: HFS/HFS+ type/creator codes and filename extensions. Mac OS X supports both, but Apple "strongly encourages developers to use file extensions as alternative means for identifying document types." Apple's reasoning is that the Internet, the new "lowest common denominator" of interoperability, does not support HFS-style attributes and forks; it deals only in flat files. Where the overwhelming majority of "flat file" volume formats (i.e. Windows/FAT, Unix/UFS) failed to change Apple's thinking, the pervasive connectivity of the multi-million-node Internet has succeeded.
On the other hand, Apple itself provides a method for preserving HFS/HFS+ resource forks and meta-information across flat file systems. When a file with HFS/HFS+ attributes and/or a resource fork is copied or moved to a flat file system like UFS, the Mac OS X Finder creates a hidden file containing the meta-information and the resource fork data. When that file is copied or moved back to HFS/HFS+, those hidden files are read and re-incorporated back into the file. So while Apple encourages the use of file name extensions, it also provides a mechanism that allows the "old ways" to continue functioning more or less transparently within Mac OS X.
Unfortunately for Apple, the matter of filename extensions is not entirely in their hands. Mac OS X will initially ship with HFS+ as the default volume format. This is necessary to enable the transition of classic Mac OS users to Mac OS X. Requiring users to reformat their drives in order to upgrade to Mac OS X is not exactly good business. Furthermore, Mac OS X's backwards compatibility with classic Mac OS apps requires an HFS/HFS+ volume somewhere from which to run its copy of classic Mac OS inside Classic.app (yes, they could use a disk image, but that's a sub-optimal solution).
Given this situation, Mac OS developers could simply continue business as usual, using type/creator codes (instead of the un-Mac-like filename extensions) to identify the files their applications save. (They could even continue to use resource forks, but that's much less likely. A file that relies on its resource fork will be irreparably broken if it is copied to a flat volume format via any method other than the Finder (FTP, HTTP, etc.), whereas a file's type/creator codes are simple to restore.)
The deciding factor may be the users. Will Mac users accept filename extensions or will they complain bitterly to their favorite application developer that they don't want ".psd" or ".doc" files on their Mac? *Remember that the Finder will not hide any filename extensions* (other than ".app"), so they will be visible to (and editable by) the user."

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