Vista - File name changes

I'm trying to share my music (initially, eventually I'm going to move on to
documents and videos) from my Windows PC to my Mac laptop. I've gotten to the
point where I can see the music files on my laptop, but they all have the
extension "p2p" and I can't open or play the file. When I take the extension
off, it reverts back to mp4, but I still can't use the file. How can I get it
to play?

I've also tested it on documents, and instead of getting the actual text, I
get something that says that it's a "placeholder"...