Need help about deleting a folder.

The orginal folder for RMXP: PK, I finally paid for RMXP, and I removed it from my computer completely, except that...
The folder some how got into my Local Disk folder, and it's pretty much empty, except I can't delete it for some reason, any help on this?

Ignore it, it is integrated into your system, and if it is empty, it shouldn't matter really?

hold shift, then press DELETE. tell us what happens.

Specific Details:
-The Folder I'm trying to delete is the "Games" folder, as shown on the screen shot.
-The only folders inside of it are RMXP: PK, and Graphics>Animations, which are both empty.
-The "Games" folder is on the Local Disk (C:).

I only copied the files to Local Disk, because so I wouldn't lose them, in case.

It is integrated into your HDD.

Sucks to be you.

Tried rebooting? If not, you could try using a tool such as Dr. Delete to make whatever's keeping a hold on the folder release it =)