You can not make any folder named any of the following :
CON, PRN, AUX, CLOCK$, NUL, COM1, COM2, COM3, COM4, COM5, COM6, COM7, COM8, COM9, LPT1, LPT2, LPT3, LPT4, LPT5, LPT6, LPT7, LPT8, LPT9
And many more...
This is because these are windows inbuilt 'Reserved Device Names' .
Just avoid these words and name anything else !