In Windows, should you run such a thing, create a new folder. Try and give it the name 'con'.

Can't be done, can it?

We dunno why. Nor, apparently does Bill Gates.

Thanks Costas. µ

*UPDATE
Mystery solved, you can stop emailing now.

Reader Mathias Schwarz offers this explanation:

It's not that weird. 'con' is a reserved word from the old DOS days, simply meaning 'console'. If you wanted to create a new text file in DOS you could type 'copy con newfile.txt' meaning copy from the console to newfile.txt. This would let you type some lines and when you ended the file with ^Z (DOSish for 'end of file') you would have a file called newfile.txt containing whatever you wrote in the console. This is indeed still possible in the Windows XP console, and can you see what mess it would cause if you let files or folders have the name 'con'? What would 'copy con newfile.txt' then mean? BSOD?

Russ Watts confirms the suggestion, giving this list of other DOS devices that can't be used as folder names:
CON, PRN, AUX, CLOCK$, NUL, COM1, COM2, COM3, COM4, COM5, COM6, COM7, COM8, COM9, LPT1, LPT2, LPT3, LPT4, LPT5, LPT6, LPT7, LPT8, and LPT9.

That concludes this public service announcement.