If you have an up-to-date Sharp ROM, you can delete the folder this way:
1) On the Files tab, go to the parent directory that contains the directory you wish to delete.
2) Tap and hold down on the directory you wish to delete.
3) Select Delete from the popup menu.
If you don't have a Files tab in your ROM, you will have to use a file manager or (carefully) 'rm -r yourfolder' from the terminal.