Maybe you should try and reinstall/update the driver.
Maybe email machspeed and tell them your problem, how it happened, what you did, and ask if there has been similar problems and if there is a driver update.
Maybe you wanna chance it and update the driver yourself.
I'm going to guess you bought this online?
I never buy stuff online.
Maybe you could go into dos command prompt..
go into run, type in, cmd.exe
and go into the logical letter drive of your USB player and try deleting the folder.
you said it was Rock: ?
rmdir = remove folder directory
if that doesn't work try...
push enter after you type in each command
if you have some programs/windows that are accessing the usb player you may want to close them out before deleting in the dos command prompt. or if you are trying to delete from windows/linux/unix try closing out some programs that are trying to access the usb before deleting the folder.