We can actually make folders that cannot be deleted in Windows OS.
It must be made using Command Prompt.
It can only be deleted using Command Prompt.

Steps:

1.Go to cmd.

2.Change to the directory that you want.

3.Assume i change to D:

4.So,in Command Prompt,type D: and [enter].

5.Type in this command "md \lpt1\\" without quotes and press enter.

6.The folder will now in your D:

7.Go and try and delete or rename it,you cannot do anything to it.

There are still many names that you can use to name the folder:

-lpt1 until lpt9
-CON
-AUX

To delete it:

1.Go to Command Prompt again.

2.Navigate to the directory.

3.Type in rd \lpt1\\


Enjoy HaCkInG.....