On NTFS, files can have more than one stream of data. Usually there's only one, the default, data stream.
Windows 2000 and XP used to use alternate streams to store additional properties which you could add in Summary tab of Properties dialog. This feature has been deprecated since Windows Vista. Yet you may still have files with such properties.
The warning is displayed when you copy a file which has alternate streams from NTFS drive to a drive that does not support alternate data streams. Therefore the alternate streams will be lost.
Usually it's rather safe to ignore this warning.
Anyway, in most cases, you can't use that data.
Windows also uses alternate data streams to mark files as downloaded from the Internet.
To see the list of alternate streams, you can use Streams utility. Run the following in Command Prompt:
You can see the data in the stream by using this command:
When you run an application marked as downloaded from the Internet, Windows displays a warning.
If you open the properties of
streams.exe, you will see Unblock button in the Security section of the General tab. If click this button, the alternate stream will be deleted, and the above command,
streams.exe streams.exe, will produce empty output.