ive had similar things happen to me.
i think the problem has to do with administrator privileges under win 7. i think i was trying to delete something in program files as well, and it just wouldnt let me, even though i supposedly had full admin.
so i right clicked the file, checked the modify/delete variable thing in properties and tried deleting it again. iirc the dialog popped up that it was deleting the file/folder and then just hung for a while.
and then after about 10 minutes or so of nothing i got tired of waiting for it to complete and just x'ed out the thing and then i had a ghost folder like you mentioned.
the whole permissions system in 7 is really convoluted so i can see how it could get screwed up fast, and the program files directory being read only by default is also super dumb.
anyway this happened over a year ago now, on the same windows installation and its still working fine, so i wouldnt worry too much.