reboot
sometimes a program will maintain an open connection to a folder meaning that it would still be "in use" even though there is nothing in it.
You could also do the suggestion as listed by KB.
Either that or there could be a hidden system file in it that windows is accessing. (win 2k and xp will hide "hidden system files" even if "show hidden files" is displayed, there is a seperate option to show these files), if this is the case it would be a bad thing to delete the folder if it has files in use. Although I've never tried it I can imagine what would happen if you deleted the swap file while windows was running....
-Spy