+1  A: 

I don't think that alternate data streams are used for this. It's more likely based on what Microsoft calls Structured Storage (which used to be called compound file binary format).

jdigital
Hi, why can I add it to any (empty) file as well? I'm quite sure it is saved as ADS in this case, but I need to confirm. But I think the IStorage interface could be the pointer in the right direction.
Martin C.
I reread your post more carefully, and you are correct. I thought the dialog was from a Word document and that's why I pointed you towards Structured Storage. Sorry!
jdigital