First off create a new folder (right click - new - folder), you can put the new folder any where but i chose to put it on my desktop.
Next, rename the folder.. hold the alt key while you type 0160. You must press the number on the numpad...i think thats what its called. You should end up with a folder with no name.
Now you are going to have to change the icon. Right click the folder and click properties then click the customise button up top and you should come to a screen like this.
Click on the 'Change icon' button down the bottom. Scroll across until you come across a blank picture. Click that then click 'Ok'
There you have it, store your secret stuff in there. (homework, assignments etc). To find it again just highlight your whole screen until you see this