Try to delete the file or folder you wish to from the command prompt. you might have a hidden file in the directory.
You can do that only if you are familiar with dos command.
When DOS commands, or running in Safe Mode does not help, CHKDSK command does.
From Start, Run, type CHKDSK E: /F
"E:" here is my first external (USB) disk, if no letter and colon (:), then CHKDSK checks the system disk after restart of your system.
/F is check and repair.