I often see files named 'blabla.exe:Zone.Identifier' when monitoring I/O with Process Monitor.
The files are seen on network-drives.
Zone.Identifier
files?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
See also Technet, Heysoft and this article about alternative data streams.
Finally, here's Streams, the Sysinternals tool for ADS.