Read this:
XP SP2 using Alternate Data Streams for Security Warnings - David Cumps
It appears that Internet Explorer generates the invisible files. If you use Firefox they aren't generated.
They have been generated it seems since XP SP2. I wonder why they didn't appear in Samba until now. Can you give me the web address of a file that (when downloaded in IE) does this so I can see for myself, and perhaps better understand it?