Le Pen
I have seen similar and they can be an absolute a#$e pain to get rid of.
Try right clicking on the folder - properties - then seeing if it is set to be read only or archive - if so untick any boxes OK then try to delete it.
The only other way would be to start up your PC into Safe mode or similar then try delete from here.
What is the folder called?
It may be better to check in here prior to deleting - just in case.