Make a undeletable folder

Follow the below steps

1. Open CMD (command prompt)
2. After that write  "D:"   (drive d where you will making your folder)
3. Then type "md con\" 
4. Then look at your drive local disk D the folder is created

Do want to delete the folder then just follow above  type "rd con\" in place of 'md con\'  

Note:Type the word  which are in double quoted but don't  type " " i.e double quoted