mcdhu
Try right clicking on the folder and see if there are attirbutes set on the folder: Read Only, Archive etc. If so remove the ticks then try to delete the folder.
If that doesn't work how do you feel about booting the computer into dos only where you will be able to delete the folder.
I can help if you are unsure how to do this but it can be problematic putting info like that up here.
See
This Article which has removal instructions.
As is mentioned in the article above you should download
Ad-Aware from here so you can rid yourself of any other nuisance bits of software.