This is a last resort technique that works most of the time. I don't use SP2 but
it should work with it as well. You do have to use caution and follow the directions.
1 - Start> run> type in "cmd" without the quotes.
2 - In the cmd mode, change your directory to the one where the folder or file is
located.
3 - Press Ctrl-Alt-Del to bring up Task Manager
4 - Find and end all instances of explorer.exe in Process folder.
5 - Ignore what is happening to your desktop and use your mouse to return to the
Cmd window.
6 - Windows no longer has control and you can delete what you want.
7 - Return to the Task Manger window and move to application tab.
8 - Click New task button and type in explorer.exe.
You folders should be gone and you are back in windows.
OR
click the folder to rename it, and at the end where the space is, delete/backspace the "space" and
HOLD the "ALT" button and type 255. That is the ascii code for a blank. it should have made a blank, hit enter to complete the rename... and then delete that biatch

http://images.thetechguide.com/forum/public/style_emoticons/<#EMO_DIR#>/wink.gif\' class=\'bbc_emoticon\' alt=\'

\' /> ... you might have to do it the above way though, I can't remember, its been a while since I fixed mines...
Good Luck.