Hi,
Since most people these days have IIS 7 or higher which supports extensionless urls, we have extensionless urls enabled by default so no .aspx extension is needed.
If you have an older version of IIS (such as windows 2003) and need to use the .aspx extension you can enable it as shown in the documentation about extensionless urls and then set the default format to pagename.aspx in site settings so that new pages will be created using .aspx.
Hope that helps,
Joe