You Can't Do It !

You can not make any folder named any of the following :

CON, PRN, AUX, CLOCK$, NUL, COM1, COM2, COM3, COM4, COM5, COM6, COM7, COM8, COM9, LPT1, LPT2, LPT3, LPT4, LPT5, LPT6, LPT7, LPT8, LPT9
Reason :
This is because these are windows inbuilt 'Reserved Device Names' .
Just avoid these words and name anything else !


But I CAN DO IT!
Go to RUN, type cmd. go to desktop path if u need, just type: md .\con\

you will find the con folder in desktop.

or

right click on desktop, select newfolder, hold alt key & press 255 in numeric keypad & now type the CON or PRN etc

it will create for you..CON means Console...these are reservered ports...

Note : its danger