There is obviously a problem as the software appears to be running.
Does the process or application show in 'Task Manager'? If it does, select it and click on 'End Process' - you may have to do this several times if it restarts - once stopped you should be able to delete the folder.
Have you tried booting into 'Safe Mode' and reinstalling?
Have you tried booting into 'Safe Mode' and uninstalling?
Have you tried moving the folder to the Desktop then rebooting and then trying to delete it?
Once the folder is deleted to should also be able to delete the 'Registry' entries or use such as Ccleaner to do it for you.
Failing all the above you could try using 'Unlocker' to help download link text