I would suggest you to try the steps provided below and check if it helps.
Method 1: Let’s run the Fix it provided in the link given below which would help you to repair the Windows File and Folder Problems.
Method 2: If the issue persists then I would suggest you to take permission of the folder and then try to delete it.
How to take ownership of a file or a folder in Windows XP:
Method 3: You may also try to boot your system in safe mode and then try to delete the folder.
Hope this information is helpful.
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