Unbelievable! another bug or bad document stuff by apple.
This is what the docs say:
  Updating Your Image Resource Files
  
  Applications running in iPhone OS 4
  should now include two separate files
  for each image resource. One file
  provides a standard-resolution version
  of a given image, and the second
  provides a high-resolution version of
  the same image. The naming conventions
  for each pair of image files is as
  follows:
  
  Standard:  ImageName device_modifier . filename_extension
  
  High resolution: ImageName @2x device_modifier. filename_extension
  
  The  and
   portions of each
  name specify the usual name and
  extension for the file. The
   portion is optional
  and contains either the string ~ipad
  or ~iphone. You include one of these
  modifiers when you want to specify
  different versions of an image for
  iPad and iPhone. The inclusion of the
  @2x modifier for the high-resolution
  image is new and lets the system know
  that the image is the high-resolution
  variant of the standard image.
So, according to the docs you should name your images as I did: "myImage~iphone.png" (lores), "myImage@2x~iphone.png" (hires) and "myImage~ipad.png" (ipad).
Due to bad documented docs (as usual with their docs) and buggy SDK, this is the reality:
- you should name your files as "myImage~iphone.png" (lores), "[email protected]" (hires) and "myImage.png" (ipad).
IN OTHER WORDS: PUT THE @2X AT THE END, not in the middle as recommended by Apple and DON'T PUT ANY TILDE STUFF on the iPad images. But this is not all: even if you do all this, you will only be able to load your images using [UIImage imageNamed:...], that means all your images will be cached. This is because ImageWithContentsOfFile doesn't work on the SDK 4, even being stated on the docs it does.
The complete solution involves using THIS STUFF.
Thanks Apple for this half-cooked stuff.
update to this answer:
It shows that I am right after all. This is a bug. I have reported it to apple on July 8 and today I received this message from them: "This is a follow up to Bug ID# 8161396.  After further investigation it has been determined that this is a known issue, which is currently being investigated by engineering.  This issue has been filed in our bug database under the original Bug ID# 8084451."