This is really the most irritating thing when it happens. You have a file or folder that are being lock up or deny access. You cannot delete it or rename it or do anything to it.
There are program in the market declaring that it will helps to delete lock up files or folder. However, it will not work most of time.
Actually, chkdsk utility application may be the best recovering tool and it is from Microsoft. It will re-index and repair your disk. By re-indexing the disk drive, chkdsk will delete error entry as well.
chkdsk /f may save your day.
For me, my external harddisk disconnect while saving file. As a result, some files are locked and is deny access by WinXP. chkdsk /f will not work as well as WinXP complaints that the harddrive is being used by other processes.
Don't give up.
If you have Win7, that may be your next resort to fix your harddisk. Somehow, chkdsk /f in Win7 version helps me to repair my external harddisk. Now, I can use my harddisk as usual.