Have you tried Shift + Delete.
Or if your good with Command prompt you can naigate to that folder and use the Delete command to try and delete it from there.
If you don't know how to use command to well here are some comamnds.
dir (Will displace all folders and files within the current dirrectory)
cd "directory name" ( Will change the folder your in to the one you specified)
cd.. ( Will go back to the previous folder you were in )
del "File/folder Name" ( Will delete the file or folder you named.)