1) First of all open that directory you want to create a folder.
2) Now hold down Shift key on the keyboard and Right click on the mouse button.
3) From context menu choose "Open Command Window Here" line.
4) Now in command prompt enter next command:
cd con\You can change "con" with one of these system reserved keywords lpt1, lpt2, ..., lpt9, aux.
5) And after you have executed the command you can see that the folder with specified name is created in that directory. Now you can move any files to it. So when someone will try to delete that folder or rename, it will give an error.
6) If you want to delete that folder the repeat 1-3 steps and now execute next command:
rd con\If you folder name is another system reserved keyword then change the "con" with the folder name.
