This is a well-known trick in the underground areas, but can be useful to ordinary people too! You can create and invisible folder that you can put on your desktop or withing another folder. You can't see it but if you know where it is you can double-click it and view its contents...

1. 1. Right click where ever you want the invisible folder to be, go to new, then click on folder.
2. 2. Turn numberlock on, select the name, and hold Alt and press 0160, then release Alt. This should make a character that looks like a space, but it isn't.
3. 3. Now right click the folder you just made and go to properties. Then go to the Customize tab. Then press the Change Icon button. Scroll through the icons until you find one that has no image (a blank space in the icons, any one will do).
4. 4. Hit OK and you have an invisible folder!

Now you can put anything you want in there... If you can't find it, just select the entire folder/desktop and there will be a little blue rectangle below the invisible icon (the folder).

NOTE: If you put it on your desktop it might show the folder for a second or two upon startup; for this reason, I recommend putting it inside another folder.