Solution given by CWGilley Worked like magic, Only change I had to make was to Replace Rd with Del. If I use Rd to remove entire folder have Zero Byte Files, It says folder not empty. I dragged and...

With explorer on, right click does not work. Neither I can delete these Zero Byte Files nor I can Delete the folder itself.

Some Zero Bytes Files got created on my Hard drive a sub-directory, probably due probably to premature termination of download process. I am now unable to delete these. I also tried deleting these...