Explorer is not automatically refreshing itself, which it should. I don't know if there is an easy way to set the refresh, but see
this requires a Registry edit.
You should also search the web for other solutions.
I'm running a fairly new HP p6240f/Intel Core II Quad/2.50 Ghz/64bit with Windows 7 Home Premium. I've got a really strange issue.
When I delete a file from either the desktop or a windows explorer window the file "appears" to not go away, but if I double click I get an error that the file cannot be found. If I right click and then click on "Refresh", THEN it disappears.