Have you tried deleting it through command prompt?
C:\Users\Your Name>rmdir /?
Removes (deletes) a directory.
RMDIR [/S] [/Q] [drive:]path
RD [/S] [/Q] [drive:]path
/S Removes all directories and files in the specified directory
in addition to the directory itself. Used to remove a directory
/Q Quiet mode, do not ask if ok to remove a directory tree with /S