restored folder onto desktop & won't delete now

I had a big mess and I had to get some help via chat to restore My Docs folder to my desktop and then pick thru it to get out of my jam to restore my Outlook PST folder export backup. All is well now, except that the folder that we put on my desktop won't delete. I have tried several times to delete it. It acts like it is deleting and then the Deleting box just goes away but the folder remains on my desktop. Even after a long wait. How can I get rid of this?
I am the only user on this pc. I opened the folder and deleted the docs of Guest but some JPG pic won't seem to delete and is probably causing this problem. So what do I do? I have opened the folder and deleted some of the files out of it.