"A checksum is a count of the number of bits in a transmission unit that is included with the unit so that the receiver can check to see whether the same number of bits arrived. If the counts match, it's assumed that the complete transmission was received. Both TCP and UDP communication layers provide a checksum count and verification as one of their services."
I assume by checksum folders you mean they are named complete gibberish like 7a4ed6c06d2fb00aff53e4 and some will be locked so you can't access them?
If so, they are most likely temporary cache folders created by Windows or your antivirus. Alternatively they could be corrupt files created by pulling out the drive before safely removing it. In either case they are nothing to worry about and you can safely delete them (although they will probably return anyway).
There is a small chance they could be due to an infection though. It's worth giving them a quick scan.