Thanks @Schmu, i have already renamed the files and everything seems to work well now, except of sliding through a sequence of images and the preview.
Obviously the medical institutes are shipping the Dicom files on CD without a file extension, so i would suggest to binary open them first before proceeding, like Apple can do.
This is a screenshot of a Dicom image in a hex editor:
But you are right, a file extension is mandatory for Windows. Now i can even open the Dicom images with Irfanview with a simple double click on the file.