Deleting empthy system folder

I had a bad experience with backup software, which corrupted my backup on my
external usb drive. I had to reinstall XP MCE from backup disks and reset my
programs. I have deleted everything on the external usb drive, except for the
empty system folder, which I want to remove before a new backup. Windows will
not let me remove th empty folder...suggestions would be welcomed.
Thanks
--
Jim