Hi,
Can you check and try to open the GIF file document from the temp file(C:\TEMP\) , As per this issue you may not have the file extension in your temp file.
I came across this issue recently and found the issue was with my PC try the same from other PC with Windows XP, or 8 (As mentioned by you if its working then you may not have admin authorization in your system for temp).
Please check and let us know the result.
Rgds,
Nayeem.