Velu to semantically explain your problem, you will need to learn more about command prompt, because it is in fact possible to create the "con" directory in the desktop folder as well as any folder.
Can you explain why do you want to create con folders on the desktop? Because to my understanding the only reason you would want to do this is if you want the user to not be able to delete that file from their desktop, especially in a secure environment with policies where you got into cmd by using "the many work arounds that exist around the server security policies"
Anyhow to answer your question, you need to put " around documents and settings for the command to work, thus... md \\.\C:\"Documents and Settings"\admin\Desktop\con
Windows Command Prompt cannot interpret empty spaces, it treats it as a separate command, in other words the path you were specifying did not exist.
Much like (if you played Half Life and Counter-Strike) the valve engine will only interpret spaces if you use a % sign.
Well hope that semantically explains your question =)
Regards,
Cyberdyne
-=Windows and Networking MOD=-