Then try this (I use it myslef - it's perfectly safe)
http://www.emptyloop.com/unlocker/
Install it, and it will add an extra option to the right-click menu.
After it's installed, point at the folder and right-click.
Chose unlock.
It will probably reply that nothing is locking the file and ask you to choose what to do.
Choose Delete
It will probably reply that it can't delete it, and ask if you would like to delete it the next time you restart.
Reply Yes
Restart