Can't get rid of a folder on my Desktop

I downloaded a Piper Seneca and tried to install it, but the installation failed for reasons I cannot remember right now. I slid the files out of the unzipped folder to put them into the Aircraft and other various folders, then wanted to delete the empty unzipped folder from the Desktop. I cannot do it. I get this message every time I try, even though everything is closed that would preclude the deletion. Any ideas to get rid of the offending folder? Thanks!

