Make your folder icon Invisible (without having any software)

1. Go to the location you want to put your folder–your external hard drive, My Documents, your desktop or another location. Wherever it is, write it down, since once you’re done you won’t be able to see the folder either.
2. Create a new folder, either by right-clicking inside the drive and choosing New>Folder or choosing “New Folder” from the Windows menu. Allow the folder to retain the default name “New Folder.
3. Right-click on the new folder and choose “Rename.” Delete the text that reads “New Folder,” hold down the Alt key and type in 0160 on your number pad OR Alt key and type in 255 on your number pad (not the numbers above the letter portion of your keyboard). Release the Alt key and hit “Enter.” You now have a folder with no name.                             
4. Right-click your no-name folder, choose “Properties” and click the “Customize” tab. Under “Folder icons” click “Change icon.” Scroll through the icons until you see a blank space. Click on it and click “OK.” Your folder now has no name and no icon.