reboot ctrl alt del bring up your task manager & in the process tab right click on explorer.exe & end process - hit the application tab - new task - & browse to the folder using task manager - now try & delete from within that window that should do the trick - to get your explorer back - new task & type explorer OK
We all have to remember we are talking about folders here. Very stubborn folders. To get rid of them you have to use a prompt window & the rd (remove directory command).
Open a prompt & navigate to the offending directory (folder) then open task manager\processes & end explorer.exe. Now go to prompt windows & use the rd command not the del one. Restart explorer in task manager\applications\new task by typing explorer.exe. That should get rid of it if not try safemode or rebooting to a C:\propmt.