Step 1: First of all create a New Folder
Step 2: Right Click on the folder and select ‘Rename’
Step 3: Hold the ‘Alt’ key and type in 0160. Press Enter. You’ll notice that the folder will have no name.
Step 4: The final step is to change the icon in order to make it invisible.
Step 5: Right click on the folder and go to Properties > Customize > Change the icon > Select the blank one (there are about three of them, choose any one) > OK
How to delete that folder :
The folder which you have just creates has a name, even if you can’t see it.
Step 1: Open a Command Prompt (Start > Run > cmd)
Step 2: At the prompt, type: dir /x
That should show you all the files and folders in that directory.
The one that you named (alt + 0160) should appear with no name in the normal list of files, but the column before that should show it as “0A00~1″. That is the Short File Name, also known as the SFN or the 8.3 filename.
Step 3: Now use RD command to remove that folder: rd 0a00~1