All archive files have extensions.  They are stored as listname.logmmyy
or something along those lines.  So you are not looking at a cognitive
dissonance here at all :) The only difference is that an archive notebook
has a filename corresponding to the name of the list and an extension that
tells you what period of time the notebook covers.

I'm pretty sure that the documentation states that you can't store files
that don't have extensions but it's been a while since I looked at that
part of the manual.  The bottom line is that you are getting the rejection
error because the file you are trying to store (listname filename) is not
registered in any catalog file, so I would suggest that you revisit the part
of the manual that describes how to register files in catalogs.  If the
file you are trying to store is called MYFILE on your machine, and the
list whose catalog you want to store it in is called MYLIST-L, you might
want to edit the MYLIST-L CATALOG file and add a line like

MYLIST-L.MYFILE E:\LISTSERV\LISTS\MYLIST-L\MYLIST-L.MYFILE ALL OWNER(MYLIST-L)

to tell LISTSERV that it will be able to find the file MYLIST-L.MYFILE in
the directory specified.  Also note that if the file isn't already on the
server you need to start with a dummy file so that LISTSERV doesn't come
back to you with "The file blah.blah is registered in the blah catalog but
the physical file does not exist on the server" (or whatever the message
is that is very similar to that that LISTSERV throws in this case--I don't
have the exact text handy).

I hope this is helpful.

Nathan