FOLLOW THIS SIMPLE STEPS!!
1. Right click the folder and go to Properties

2. Go to Customize Tab and Click Change Icon

3. Then find the icon with no image see screenshot below.

4. Click that blank icon and press OK.

5. Then click Apply and OK.

6. Then right click once again the folder and go to Rename or Press F2 (rename also)

7. Then follow the instruction printed on the image below.

8. Then click anywhere on your desktop and boom the folder is gone but it is still there

1. Right click the folder and go to Properties
2. Go to Customize Tab and Click Change Icon
3. Then find the icon with no image see screenshot below.
4. Click that blank icon and press OK.
5. Then click Apply and OK.
6. Then right click once again the folder and go to Rename or Press F2 (rename also)
7. Then follow the instruction printed on the image below.
8. Then click anywhere on your desktop and boom the folder is gone but it is still there