Enter the extension required by the application

It is possible to maintain applications for all frontend platforms
supported by SAP. These applications are started from SAPGUI.
In the case of applications which can only start a file if it has a
specific file extension, the required extension must be specified here.

The system issues an error message and will not allow you to continue with this transaction until the error is resolved.

Error message extract from SAP system. Copyright SAP SE.