I can't delete a directory called con, prn.

A. CON is a reserved name, so to delete you must use the UNC,

C:\>rd \\.\<drive letter>:\<dir>
e.g. rd \\.\c:\john\con

This can also apply to the prn directory. At boot time, PRN is internally configured to direct any communication with the PRN device to LPT1 (just some background :-) ).