Every once in a while good files and folders go bad. You can't delete them. You can't change the permissions. You can't even rename them. While this solution may not work in every circumstance, it does work in some.
The solution: Old school 8 character naming conventions:
Now, if this doesn't work for you I recommend giving Delinvfile (Delete Invalid File) a try. I didn't need it to do the deletion but it can fix a lot of other problems. Their trial lets you do 3 deletions/renames for free and is reasonably priced if you need more.