Windows

In group Policy (2008), if I create a shortcut in group policy preferences in the programs directory (%programsdir%) in the format %programsdir%\MyFolder\MyFile.exe, when I delete the shortcut it leaves behind the parent folder - in my example "MyFolder" - with (empty).

What is the best method of deleting that parent folder please? My attempts at doing it through preferences with a delete action have been unsuccessful.