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...

Reason :
This is because these are windows inbuilt 'Reserved Device Names' .
Just avoid these words and name anything else !