Encountered a weird one, today. Unfortunately, I did not get screen-shots.
When trying to delete a folder, I got a message that I could not because a sub-folder was open in another program.
Tried from command line, and it said that the folder was not empty.
Hmmm. That's odd ;-)
So I went folder by folder up the chain and found one that was marked as read-only. I changed that setting, and was able to delete my folders.
Hope this help someone. Sorry for the lack of screen-shots.