Well I think u know the answer may be. Bcoz hardly any1 knows this fact

The reason behind this is that it is the name of a device installed in xp. Basically u cant have folders named on the devices

Some other exceptions are

Code:
CON, PRN, AUX, NUL, COM1, COM2, COM3, COM4, COM5, COM6, COM7, COM8, COM9, LPT1, LPT2, LPT3, LPT4, LPT5, LPT6, LPT7, LPT8, and LPT9
There is a workaround to it but it rather useless as u cant store anything in it