Make sure that all xampp components are stopped and the xampp control panel is closed.
Also make sure that any xampp components installed as a Windows service have been uninstalled - use the uninstall bat files in their respective folders, ie C:\xampp\apache\apache_uninstallservice.bat file.
You may have to reboot then try and delete again.
Make sure that your anti-virus program is not preventing you from deleting the folder.
There are some programs that will show the process that is locking the folder like Unlocker, Delete Doctor and WhoLockMe to name but a few and which may be found using Google.http://support.microsoft.com/default.as ... 21&sd=tech
BTW it helps if we know what OS and xampp version you are using.
If Vista or XP make sure you are logged in as an administrator and in Vista that UAC is disabled.