User Created folder can't be deleted - Access Denied

I am not a network and Server guy, am just beginning to get myself into it. It seems very interesting to learn this. But with very limited knowledge I have, I find it difficult to troubleshoot when something goes wrong.

Now, my problem is (I find this unusual) a user, who is a member of our Domain, created a folder in the file server and then when he tried to delete, he received an error message, says that "Access Denied". He had been creating numerous files and folders since a year ago but nothing like had ever happened. That's why I find it strange. I checked everything I know, but everything seems to be OK. I logged into the server as administrator and tried deleting the file - failed too.

I'd really appreciate and many thanks if any one here could help me with this.

Carl