This normally happens in Windows applications in the Save As dialogue box when the application puts the name "xxxxx.pdf" in the File name field and "Adobe PDF Files (.pdf)" in the "Save as type" field. Applications usually just enter "xxxxx" in the File name field, so the dialogue box adds the file type automatically.
You're right that this is probably not what the TurboTax designers intended (if indeed TurboTax did this).
You have two easy fixes:
1. Do what Critter suggested - just rename the file after it is saved.
-or-
2. In the Save As dialogue box, delete the ".pdf" on the file name before you click on the Save button.
