I had the same trouble. I downloaded the R40M and extracted the folders to my desktop. Then I moved them to my Open BVE, Train folder. All moved except R40M 4 car. When I went to desktop, I could not move folder, could not rename folder, could not delete folder. All said folder does not exist on the desktop. But it does. First I tried reverting to an earlier Restore Point, but that did not get rid of the folder. The I tried "File Assassin", but that also failed. So, then I open the folder and deleted all the files inside. Now I had an empty folder, but it still would not delete. Then I tried "Unlocker" and it deleted the folder right away. I don't know if getting rid of the contents of the folder did the trick, but "Unlocker" worked. Try it, it's free!