apronk,
I knew about the existence of alternate data streams, but don't know yet what they are used for. Apparently for each file, you can create numerous alternate files in the alternate file stream.
Here is a quick and stupid test as described on the link you gave:
 Code:
copy con c:\~
^Z
type c:\windows\system32\notepad.exe > c:\~:notepad.exe
start c:\~:notepad.exe

You will see that notepad gets launched
So the path "c:\~:notepad.exe" is a very valid path.
To get rid of the rubish, just delet that c:\~ file

Flavien,
Why do you want to do that as domain admin, putting this in a user his startup script?