|The directory name is invalid on Windows 7|
|Verify the item's location and try again.|
I have to hit F5 to refresh all the folder and files on desktop. At this point, I tried to delete the folder that contain the file again and the file was gone except the folder is still there.Use the command prompt to empty it.
Final option solution - if all the above didn't work for you then you need a software assistant to remove the empty directory (AKA RED). This is a freeeware tool that can delete batch directories.