Item Not Found - Could Not Be Delete!

Hello Everyone,

Please readme, thanks.

Note: I know this is not a Virus or Malware.
Last night I downloaded a program, then after unziping the file, I browsed to the
folder where the Setup file was located, but I did not run the file, and decided to
install it later, but then decided to better delete the folder alone with the setup file
by draging and droping it to the recycle bin like I always do, then noticed that after
doing that a window opened, actually it was the desktop that opened in a separate
window, and tried it again and again and the same thing ketp happening. Then tried
deleting the folder by right cliking on it and choosing delete, but the folder refused
to be delete it, and got a popup window with this info on it:

Item Not Found
Could not find this item
This is no longer located in C:\Users\Samuel\Desktop.
Verify the item's location and try again.
[ Try Again ]      [ Cancel ]

The I tried to reanme the folder to see what could happend,
but got this other warning:

Rename Folder
The source and destination file names are the same.
[ Cancel ]

Then I thought that it was time for plan B, and what I did is check for error on C:\
I said to myself, its probably a corrupt journal entry, and this will automatically fix
any corrupted file or folder error, but that did not fixed anything.

Then moved to plan C, and tried to use an old program called CanCopy, but this tool
no longer work, I guess the one who made it wanted the tool not to work after some
time, as the tool give an error everytime I try to open it, the error point to Java which
is not the problem, anyway, I hope some one got an answer, thanks in advance.