SQL 2005 "maintenance plan" cleanup

Some time ago I learned that the easiest way (cheapest) to backup a SQL database was to use a maintenance job to dump the database to a file and then have backup software come along and back it up to tape. Then in 2005 they forgot to put in the option to clean up old dump files. So if you don't want your drive to fill up with multiple copies of your database, go into the maintenance plan and add the "cleanup maintenance job". However, even after I added it .. it wouldn't work as I expected it to. Come to find out I was over thinking the "file extension" field. I entered the proper folder location and then put ".bak" in the file extension field. When that didn't work I tried quotes on the folder location.. still no luck. Long story short(ish), just enter bak. Not .bak or *.bak