Create/rename a file/folder that begins with a dot in Windows?

Many programs needs folder names that starts with a dot, like .emacs.d, .gimp-2.2, .jedit etc. How do I create such a folder?

When using the Windows Explorer in Windows 2000 (and other versions), I get an error message saying ”Du måste skriva ett filnamn.” in Swedish, it’s ”You have to enter a filename” in English. The only solution I have come up with, is to open a command prompt (Start, Run, ”CMD”, OK) and enter ”mkdir .mydir”.

Why have Microsoft this error message in the Explorer, but not in the command shell? Is there any registry hack out there to fix this, so that I am able to enter the folder name directly in the Explorer?