Another trick i have learned is that sometimes the file is too deep. There is a proper way of saying that but i cant remember. Either way it amounts to too many folders, like this. You have a folder called archive with files in it, inside of archive is another folder called pics, inside that is another folder called country, inside is another folder called state, inside that another folder called city, inside that another folder called north, and on and on. Sometimes the system cant handle too many folders too deep into the system. Again, there is a better way of saying this but i think you will get the drift of what i am trying to say.
This has happened to me and i think its because i have my win xp pro set up using NTFS and then i have a few external hard drives set up as fat32 and a few thumb drives also as fat32. When these get moved from my main hard drive to an external hard drive i sometimes run into problems not being able to delete a file or set of files.
What i do in that case is to move the folder and files closer to the root of the drive. If the drive letter is f, then i move the folder right to f: and not inside of any other folders, then i delete it and the folder and files are then deleted.