Try other like COM1 or LPT1 or LPT2 .. it reserved word in Microsoft Windows that you cannot use it anywhere.
This actually is a unix-like feature. DOS device drivers are accessible like normal files, i.e. the everything-is-a-file philosophy. CON is the equivalent of /dev/tty, NUL of /dev/null, COM# of /dev/ttyS#, LPT# of /dev/lp# and CLOCK$ corresponds to /dev/rtc (PRN is an alias to LPT1, AUX is COM1). Every character device can be opened this way, block devices (which are assumed to be FAT formatted...) are named A: to Z:, as you will know. Many pseudo character devices (drivers which had to be loaded as drivers but were no character devices, like EMM386, HIMEM.SYS, ..) had forbidden characters like '*' in their device names to be hidden from the user.
We can do this by following method
STEP1: goto command prompt
STEP2: type in prompt e:\> "mkdir \\.\e:\con"
STEP3: verify by typing "dir \\.\e:\con"
STEP4: delete the file or folder "rmdir \\.\e:\con"