failed to enumerate objects in container, access is denied

I've gone through the steps that are supposed to allow me to delete a folder but when I get to this step:

The box at the top does not appear on my screen just the one at the bottom. Clicking the bottom box and continuing does not give me the permission I need to delete the folder. What else can I try? Thanks.

What is the actual folder as its owned by system which is there to stop you knacking windows you cant change permissions on this as it gets them from its parent

It's on an external hard drive:
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I can't move it, delete it, or play it. Player says 'file not found'.

I think I've found the problem. It was locked by a search engine. Once I cancelled the search I was able to delete it. New problem to me, but one I'll remember for the future. Thanks.