On a Sony Vaio laptop using Windows Vista how do I delete a file?

I created a folder using the blue tooth and I've deleted the folder several times and it keeps reappearing, I've changed the location and then deleted it, I've changed the name and the deleted it, I've even moved it and to My Doents and it still reappears on my desktop! I've scanned my laptop several times and no spyware worms or viruses are found. PLEASE HELP ME GET RID OF THIS GOD FORSAKEN FOLDER FROM HELL!!!!!!!111!!!!!11