How to Make an Invisible File: 6 steps - wikiHow:

"Here's a how-to article on making an invisible folder. This is very useful if you share your computer or you don't want anyone searching for your personal or important files.

1. Right Click -> New -> Folder, a new folder should be created.
2. Customize the icon. Don't rename it just yet. Right Click the New Folder, go to Properties, then to Customize, and then Change Icon. Here is the trick, go to the middle and you should see some blank spaces. Those are transparent icons, select one of those then press OK -> Apply -> OK.
3. Name your folder. Press rename and instead of the file press ALT+0160 (Remember to keep the ALT button pressed down while typing the numbers).
4. You should have finished your new invisible file, Congratulations.
5. Remember, you must do the numbers in the key pad.