Within Windows 2000 and above, additional data can be associated and stored with a file, without impacting the file structure itself. This data is stored in what is known as an Alternate Data Stream. This alternate storage area is not reported or accessible via Windows and hidden from the end user.
Windows makes use of this area to store the location from which files are downloaded to apply additional security restrictions. It can also be exploited by hackers to hide files from the end-user. Marx NTFS Alternate Data Streams Viewer is a free and little tool which will search for alternate streams and allows you to delete them.
Requires Microsoft .NET Framework 2.0.