How can I create this file in a directory in windows 2003 SP2:
.hgignore
I get error: You must type a file name.
That's a "feature" of Windows Explorer. Try to create your files from a command line (or from a batch/program you wrote) and it should work fine. Try this from a dos prompt:
echo Hello there! > .hgignore
By the way Raymond Chen had a blog post about this topic a while back:
Why doesn't Explorer let you create a file whose name begins with a dot?
In which he mentions
You can do it from the command line or use your favorite file management tool.
来源：https://stackoverflow.com/questions/19442/how-to-allow-files-starting-with-period-and-no-extension-in-windows-2003-server