<p>How can I create this file in a directory in windows 2003 SP2:</p>

<pre><code>.hgignore
</code></pre>

<p>I get error: You must type a file name.</p>

That's a "feature" of Windows Explorer. Try to create your files from a command line (or from a batch/program you wrote) and it should work fine. Try this from a dos prompt:
```
```
echo Hello there! > .hgignore
```
```