bill - 1:31 am on Nov 6, 2006 (gmt 0)

Have you tried deleting from the command prompt (using the rd command)? Whats that?

It's also known as the Command shell [microsoft.com]. That link will bring you to an overview. The rd command that kaled suggested is the first step I'd try.

Start ¦ Run... ¦ Type "cmd" without quotation marks ¦ type "RD C:\BadDirectoryPath" again without quotes

Be careful not to remove the wrong directory. Having full system backups prior to making changes to your system is recommended.