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If you have to use Windows, make sure you turn all options that hide important things like real file name and extention off.
Example bad file name: Opera6L.html
That's what people will enter/try when 'transfering' the file name from their e-mail or news client or print to their browser:
Now, if 'L' stands for say 'Linux', they will/might also try all of the above and more with 'W', 'w', 'M', 'm' (Windows, Mac, ...). It's a mess.
Your visitors will either end up on 404 pages or you will end up creating redirect pages (maybe someone can add a link on how to best do this).
What I am trying to say is: Keep It Simple, Stupid. Use lower case file names
Some other problems besides people getting it wrong, is software getting it wrong. I noticed this when posting the 'correct' Opera6L.html link to an forum: it ended up as 'opera6.html'. Moreover even some log analyzers will get it wrong. So if people are 'reverse surfing' their log files, they will not find your pages.
And all these problems because of one poorly choosen file name.
So the next time you pick a file name, think about how error prone they might be. Good luck.
Very true for Unix hosting. But Windows is still forgiving here.
Personally, I only use lowercase and Unix. And I preach to my employees, ALL LOWERCASE or else!