This is just an easy trick that I learned from the internet that can help you create a folder without a name. This definitely works 100% percent with Windows XP and tested with my Windows 7 OS.

Read how this works after the jump:

First you create a Folder. Rename it by clicking F2 or right click and choose rename

When the folder name is highlighted and ready for renaming just press Alt + 255 and hit Enter.

After that you will notice that your folder name turns into blank.

As bonus, this will help you make your Folders and File invisible without using any software but just this trick alone.

Below is sanskarkatiyar tutorial on how to do that trick.