Cannot delete a folder as administrator

This started with me trying to change the name of an underlying folder that a short-cut points to.

This error comes up after entering the admin name and password and clicking on the blue "OK" button :-

but there are no items inside it now because I moved them out to another folder as a temporary measure in case it was one of them causing the problem. So even when this folder is EMPTY I cannot remove it ?????

Please please help because this is driving me crazy!

rangewayproductions