Cannot delete directory

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I have a directory that is left over from a previously uninstalled program.
The directory name ends in ".exe", and when I try to delete/rename it, WinXP
tells me the file cannot be found (same in safe mode).

Apparently Windows thinks it's a file... The directory isn't in the way or
anything and it is empty, but I'm getting tired of seeing it all the time.

Any ideas on how I can remove this?

Thanks!
.