I have the same problem except it is a folder with nothing in it anymore that I can not delete.
I can not move the problem folder around alone. I can move or copy the folder it is in, but the original folder stays at the original location regardless. And the new folder at the new location does not contain the problem folder...Got that:)
I can add files and folders to to the problem folder, then delete the files and folder I added...just can not delete this one folder.
The tricks described above do not work because it is folder I guess.
There is a "space" after the folder name where the "dot" would be if it was a file name. I can not rename. If I try to delete the space I get an error message that the file has the same name as the original.
I guess I could just hide it somewhere forget about it, but after just a couple of days with Windows 7, it is just frustrating that this glitch has occured already!