Not really hidden, but invisible.

First, create a new folder on your desktop by right clicking on your desktop, then from the popup menu, select ‘new’, then select ‘folder’.

For the folder name, hold down ‘Alt’ and then type 255, then let go of ‘Alt’ and hit enter. You now have a folder with no name.

Next, right click on the folder, and from the popup menu, select ‘properties’.

In the properties box, select the ‘customize’ tab, and in the resulting window select ‘Change Icon’.

In the resulting ‘Change Icon for folder’ window, scroll until you find one that is just blank (no icon) and select it (click on it), then click ‘OK’, and ‘OK’ again on the remaining window.

You now have an invisible folder with no name!

You can still find it if your mouse pointer happens to roll over it, then you can double click to open it like any desktop folder and drop files into it. That’s it. Yippee!