Where does that "pretty critical" bit in the error message come from?
In this part it looks like the folder name would be ". -Commandos 2-". That would be a not allowed filename and trying to delete or rename such a file or folder would result in this error message.
Open a command window and navigate to the directory this folder is in. Now type DIR /x . This will give you the 8.3 names of files and folders. Try this name to delete. If still no luck, close explorer from the taskmanager (end process explorer.exe), leave task manager open and try this command in the command window
RD \\.\C:\DOWNLO~1\UNDEL~1 (replace C:\DOWNLO~1\UNDEL~1 with the path of your folder to delete using DOS names).
Start explorer again in task manager. File - New task - explorer.