I often saw some files which named 'blabla.exe:Zone.Identifier' monitoring I/O with Process Monitor.
The files could be seen network-drive.
- What is Zone.Identifier?
- What does the colon mean in the filename.
Is the colon related the file's extended attributes?
The text after the colon is an identifier for an "Alternate Data Stream". ADS is used to store meta-information about the file. For example, the Zone identifier stores whether the file was downloaded from the internet.
Some specific info: About URL Security Zones, Zone.Identifier Stream Name
Best is to google around for more information. Eg. this, this and this.
Finally, here's Streams, the Sysinternals tool for ADS.