Dont know about BLC, I guess it goes the same way as Max Payne.

But , as for GIMP, you CAN create a folder with a leading period and pretty much every single config file thats open source uses folders with a leading period. Just open the directory, go to the cmd prompt and then use the
md .gimp-2.0
command to create the GIMP folder with the leading period. And you dont have to wait a million years, just a few seconds that it takes to open the command prompt up.

Heck, if Windows/DOS didn't allow this, pretty much half the Java/open source software wouldn't run under Windows. Just open the C:\Documents and settings\<username> folder and you'll see a lot of OS software folders with a .

And the next time, just use the "Manage Bookmarks" option under "Bookmarks" in Firefox.