Sometimes windows based systems will show a file which you cannot delete. This is a problem, especially if you want to remove the directory which the file is in! DO NOT confuse this with not being able to deete a file because it is in use...
We created a folder which had a trailing space. Windows would show the folder, but denied it's existance when we wanted to delete it. This is because windows tried to correct the folder name in our deletion request.
The answer was to delete the folder (under command prompt - Start, Run, CMD, [Enter]) as if we were deleting a file on a remote server. To do this we used:
rd "\\C:\ErrantFolder " (note the trailing space).
The same can be used for files, which sometimes end with a dot:
del "\\C:\folder name\errant file."
Hope you found this useful!