This is a well know and easy trick but I'll tell anyhow:
Just make a folder in MS-DOS by typing "mkdir nameofdir" (without the quotes) don't hit enter yet but now hold the ALT-key and press "255"(without the quotes). Hit enter.

When you try to access the folder through the explorer you'll get an errormessage because windows doesn't understand this symbol. Now you can add stuff to the folder by using the MS-DOS "move" or "copy"-command.