Example of image name copy-pasted into Confluence from the clipboard:
The format is:
See this screen cast for sample: http://www.screenr.com/YQK7
Confluence has this bug: https://jira.atlassian.com/browse/CONF-26131 where System Error is encountered when clicking "Download All" if attachment name contains some characters. One of the character that is causing System Error is double colon ":"
As long as Confluence do not discard the time formatting HH:MM:SS in the attachment name, Windows OS users will automatically be affected with this bug. Renaming the file to discard the colon one-by-one via Properties is not feasible.
Ultimately, fixing the bug will fix this issue.