What is this strange file name with a colon inside?

When handling the CreateFile, OpenFile, or other events, you may sometimes see filenames that contain a colon (:). This means that a request is being made to create, open, or otherwise access a named stream (otherwise known as an Alternate Data Stream, or ADS) that resides in a file, rather than the "main contents" of the file. The text that precedes the colon is the filename, while the text that follows it is the name of the named stream. Refer to the documentation for more information.