To create a Folder with no name :-

1)Create a folder with any name.
2)Select the Folder and press F2.
3)You have to rename the Folder,,so,,erase its previous name and then hold "alt key" and then press "9" 9 times.
4)Press ENTER.
5)See the Magic.

Remember:-You have to press the button "9" which is on the right side of the Keyboard (under the NumLock)..

               Have Fun!!!!