How to expand ms-explorer to automatically handle "connected files" / sidecar files / xmp belonging to jpg?

Question

If you locally save a HTML page using Firefox or MS Internet Explorer you will get a HTML file and a sidecar folder containing images that belongs to the page.

If you move the HTML file using Windows Explorer the related sidecar folder is moved, too.

I want to implement a similar behavior for xmp - sidecar files that belongs to Jpeg images and contains information about the picture similar to exif.

Example:
Using Windows Explorer, if I move test.html to a different directory the sidecar folder test-dateien is moved, too (on a German Windows 7)

I want to implement similar: if I move test.jpg I also want to move test.xmp.

Does anybody know how this can be done?
Is there already a solution for this?
Can this be done with a kind of plug-in?
Do I have to implement a service?
Can this be done in C#/.Net?

[Update: added the Microsoft term "connected files" to title]

Answer 1

I issued a bounty that attracted many readers but there is no answer how to implement it. :-(

So i assume that this is not possible.