There are actually several possible reasons that you cannot delete the
folder. Here are a few things you can try:
1) Since it was copied off a CD, it might have the "Read-only" property
set. Right-click on the folder, choose Properties, clear the "Read-only"
checkbox, and click OK. Try deleting it.
2) Sometimes, Windows will give that error if another program is using a
folder. (Are any background programs using the folder? Sometimes files
sharing or jukebox programs grab folders and don't let go of them.) Reboot
your computer and try deleting it first thing when it loads up again.
(Rebooting your computer in "Safe mode" is a more extreme way of making sure
a minimal set of programs are running).
3) Right-click on the folder, choose Properties, click the "Security" tab
[note: not all editions of Windows Vista support this tab -- if you don't
have it, skip this step]. Click the Advanced button, and on the new window
that pops up, click the "Owner" tab. Click the Edit button and highlight
your user account in the list. Check the "Replace owner on subcontainers..."
checkbox, and click OK. (You might have to wait a few seconds). Click OK on
all the windows, and try deleting the folder again.
4) Follow the steps above to get to the Security tab, then click the
Advanced button again. On the "Permissions" tab, click the "Edit..." button.
Make sure that "Include inheritable..." checkbox is clear (choose 'copy'
button if it asks you). Make sure that the "Replace all..." checkbox is
checked. Highlight your user account name, click the new "Edit..." button,
check the checkbox in the "Full control" row, under the "Allow" column.
(Make sure there's no Deny entries). Click OK on all the windows.
Of course, if you get any strange errors during these steps, post them here
and we'll try to figure them out.