How to create a folder with no name?

First make a new folder any where, rename it by pressing alt+ 255, by doing this the folder name will not be shown and then go to folder property - customize - and then change icon as a blank.
After doing this, your folder will not see  more.

When naming (or renaming a file), delete the name and press "ALT" and type 0160. Then press "Enter". There you go - a file without a name (or so it seems).
Actually, the file has the name of the Unicode symbol number 160 (which is a "non-breaking space").

Just create a folder and then click outside of it and it will have no name