QUOTE(azad @ Jul 13 2008, 09:48 AM)

Probably a case of a corrupted file header in that folder. Run "scan disk" with the option to automatically repair the damaged files, after repair you will be able to delete the culprit.
Depending on the OS on your system but Windows Vista has the function called "check volume for errors" and can be found when you right click on the drive letter where your folder is go to properties------->tools tab--------->check now. It might ask you to schedule the scan upon next reboot because the disk is in use now, select yes, and reboot the pc.
YM dost, I had a similar problem with the external disk and I did what Azad bhai has written above and it fixed the problem and I could delete the file after the scan which fixed the error.
If you are on windows xp.
Go to Run > type cmd > you will get a black dialog box with C:\prompt pointing to documents folders. Type the following for example - This is how my c: prompt is.. you may have a different one.
C:\Documents and Settings\Regular> Now type this -
chkdsk yourdrivename: /f
For example the folder is on E drive of my system I would type
chkdsk E: /fAnd if it is on the drive where your operating system is then you will have to wait till your system reboots for the scan to take place (as mentioned by Azad bhai).