Try to create a file named NUL.txt on Windows XP, and you probably get an error message.
Many characters are not allowed for file names on Windows. This includes
< > : " / \ | ? *
Besides, many reserved device names should be avoided. This includes
NUL, CON, PRN, AUX, COM1, COM2, ..., LPT1, LPT2, ...
Also, using the device names unintended might raise security vulnerability.