Step 1: Create a New Folder.
Step 2: Rename it by Holding ALT key and typing 0160 (from Numaric Keypad Only) and press Enter.
Note : This trick will not work if you do not have separate numaric keypad in your computer keyboard.
After Step 2 you will see a folder with No Name.
Step 3: Now right click on the folder and select Properties.
Step 4: Now go to Customise Tab and select Change Icon.
Step 5: Now scroll right and select Invisible (Blank or Transparent) icon and click ok.
Now you will see a folder with no name and no icon and you will not able to see until you select that folder.
Done !!!