I just started getting a really weird thing: When trying to save a file as a normal good ol' wav file, Soundforge 11 keeps changing the file extension to .wdp 

Can't seem to change it, even changing the Save File AS to (Microsoft).wav won't work.. What the heck?!?!

I found a couple of threads using Google with the same problem for SF10 and Vegas but no solution. The files in those threads were the correct format with the wrong extension. Did you try renaming the file to a wav after saving?

I haven't yet Scook. The actual phenomenon is what worries me - I do bulk conversions etc with SF11... Jikes! 

I wonder if it's a corruption of the audio file or the other file that SF generates .sfw which is the graphic of the actual wave.

As scook suggested why not try renaming the extension to .wav and see what's happens.

I use SF regularly and haven't seen this yet. I wonder under what circumstances it occurs.

I've googled around and it seems this problem goes back to the early versions of SF1 in 2013 when it was released.

Have a look and see if by some chance the wdp extension which is a Windows photo format extension is allocated to Sound Forge by mistake.

Until you get it sorted out, there are several ways to rename files in bulk. One of the oldest is from the command prompt:
 
c:\whereEverTheFilesAre> ren *.wpd *.wav

My soundforge 11 does not do that.
 
seems your system registry for WAV and  is now associated with the file extension to .wdp 
 
did you install some new app or something that may have frac'd the system?
 
if you double click a WAV file what program opens?
 
when you doubleclick a WDP fiel what program opens?
 
 

This is SO weird..

From Explorer, Clicking on a wav opens media player.. Good and well. Clicking on a wpd opens Photo Viewer.

However, when I try to change the format of a file (let's say wav to mp3) in the SAVE AS inside SF11 it ads the .wpd extension to the name.
 
I checked the properties of .wav and .wpd and they open with Media Player and Windows Photo Viewer.
 
 
Anyone have any ideas? Maybe I should call Sony in the USA - I've done that before with some registration issues and had good results...

Call them.  can't hurt.
 
If everything WAS working and now it's changed , well then something at some point happened to your system.  what that something is no clue.
 
since it appears to be only Sony SoundForge 11 related I would definitely call their support and see if they have any clue what is going on.