Select you right drive and create a new folder(where actually you want). Now, Press right-click on the folder and hit the rename option. Erase the name completely and then hold on ALT key and press 0160 and release ALT key. Now, you should see a folder without name.
Now, again right-click on the nameless folder and select properties. Go to customize tab option and then click Chane Icon Button and search a icon which have no images. Select this one and press Ok.
Thanks to CompuWorld.