Unable to create a folder called CON

Unable to create a folder called CON.
It was discovered that nobody can create a FOLDER anywhere on the Computer, which can be named as "CON". This is something pretty cool...and unbelievable... At Microsoft the whole Team, including Bill Gates, couldn't answer why this happened! and they are trying to fix this bug.

I tried doing this in WINXP neither the folder got renamed to CON nor any error thrown.