I hope this video helps you to remove the pesky folders that you are unable to delete through the Windows GUI. I will show you how to remove these folders using the Windows command prompt (CMD). This should work on Windows 7/8/10.
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Open up CMD (command prompt) and type in:
cd /d C:Users(your user name)Desktop
Hit Enter then:
Hit enter then find the system nickname for the folder you wish to delete, then:
rmdir /q /s (folder nickname)