Help With Page URLs

I am migrating my site http://www.joshgrobanlive.com to WordPress. I’m having difficulty getting the permalink structure to match my previous url structure.

Previously, all my pages were named “page-name.php”

I have set my permalink structure to /%postname%.php That works fine for the posts.

The pages aren’t adding the .php, though. So instead of “videos.php” my page is named “videos” I tried manually editing the permalink url for each page, but it deleted the dot, so I was left with “videosphp”

How do I get my pages named “page-name.php”?

Thanks!