After wasting a couple of hours of my valuable time, seems still out friends at Microsoft are unable to make easy to us to disable the Thumbs database which is the responsible you actually see messages like this one:

"The action can't be completed because the file is open in Windows Explorer"

But... actually, there seems not to be ANY FILE!! WHOA!! SO?? WHY Coudn't i delete a folder?? AMAZING.

I'm sharing you guys how i solved this issue on WINDOWS 7, WINDOWS 8 and WINDOWS 8.1 (incredible but yes 8.1):

Step1. FolderOptions

Go to Folder Options (Menu-> Tools->FolderOptions

Find Show only Icons not Thumbnails (or thumbprints, sorry my OS is in Spanish). APPLY FOLDERS then click the Apply Button.

Step2. Group Policy

Then, go to Control Panel and type "Edit Group Policy" on the Search Bar (Believe me: is the quickest way)

Find the following Tree Branch Items and ENABLE each one of them:

User Configuration->AdministrativeTemplates->Windows Components->
Turn off the display of thumbnails and only display icons
Turn off the display of thumbnails and only display icons on network...
Turn off the caching of thumbnails in hidden thumbs.db files

Step3. Freeup Thumbs Cache

Finally, go into Windows Explorer and make a Right Click into your disks->Properties and find Disk Cleanup button under General Tab. Wait a couple of minutes until it completes space freeup time... and choose Thumbnail Cache (seems to be one of the last ones). ONLY YOU NEED TO FREE UP THIS LAST ONE.

Restart the computer and You might be ready to free up any folder you need and be finally off this AMAZING HISTORICAL ANNOING Windows BUG.

Have a nice weekend everyone!

Ricardo.