It is said that no one can Rename a Folder to CON, LPT1 and COM1.it is said that Microsoft
also does not know that why a folder can not be renames to CON.
I am going to tell you some tricks to rename a Folder with a name CON,

i. Right click on folder and click on rename and
type COM and then press ALT+255 and enter.
Note: You have to type 255 from Num Pad.

ii.
Goto command prompt,

Type C: or D: where you want to create CON folder,

Now type mkdir \\.\e:\con

So, your CON folder is created, you cannot delete, to delete it, Do the following.

Goto the dir where the folder is, If the Con folder is in D:/, type

rmdir \\.\d:\con

and enter.