Files without names (only extension)

I have a ReadyNAS Duo v2 with firmware revision 5.3.7. If I try to copy a file withhout a file name (i.e., with only a file extension) such as .DS_Store to it (from my Windows 7 Explorer), I get an error message saying "Could not find this item. This is no longer located in [parent directory]. Verify the item's location and try again" followed by the name and some other data for the folder to which I attempt the copy operation. This seems to be a misleading error message (even if there may be some logic behind it; what do I know).

However, if I open the media share, it contains a file called .apdisk , so nameless files must be possible on the ReadyNAS after all.

Could someone please explain this to me?