Permissions in these two OSes are tricky as I have found out myself and often it isn't enough to use an admin capable account and/or "Run as Administrator" and we have to delve deep into granting permissions even to our own accounts.
My own knowledge is limited but I did find this guide that may help; http://ciappara.com/2008/08/28/cannot-delete-folders-in-windows-vista/
See if that works for you. It gives 3 methods and it looks like 2 or 3 may be needed in your case.
Mark
Hello all.
I am trying to delete a folder.
Explorer Process has been closed, and CMD is being run as Admin, UAC has been disabled, but I still can't delete it<span id="INSERTION_MARKER">
Image
I don't notice any problems with the folder it is more of an annoyance that it is there and can't be deleted.

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic