Windows error naming folder 'aux' - wat?!

Windows complained, unjustly I thought, when I tried to name a folder 'aux'. Turns out this is one of a number of restricted MSDOS device files:

CON, PRN, AUX, CLOCK$, NUL
COM1, COM2, COM3, COM4, COM5, COM6, COM7, COM8, COM9
LPT1, LPT2, LPT3, LPT4, LPT5, LPT6, LPT7, LPT8, LPT9
LST (only in 86-DOS and DOS 1.xx)
KEYBD$, SCREEN$ (only in multitasking MS-DOS 4.0)
$IDLE$ (only in Concurrent DOS 386, Multiuser DOS and DR DOS 5.0 and higher)
CONFIG$ (only in MS-DOS 7.0-8.0)