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Easiest way is to rename that file in the terminal by putting a "." berfore it.

Example:
I have on my desktop a file named "test", and want to make it hidden.

- Fire up Terminal.app (in /Applications/Utilities)
By default you are in your home directory, so you must navigate to the directory where the file is located:
- Type "cd Desktop" <ENTER>
Now we rename, using the command "mv"
- Type "mv test .test" <ENTER>
 
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