You would actually type "rd [foldername]" but the directory HAS to be empty.
Go into the folder "cd [foldername]" and type "dir *.*" to list all the files.
Then delete them, "del *.*"
Are there any files in the directory? Any hidden files? If so, take ownership of them and then delete them.
Here's some more info on that. http://support.microsoft.com/kb/308421