Deleted Undesired Account No Longer Display

Friend of mine helped me with my Vista install, everything went well but now my user account is Bob rather than what I wanted. I changed the profile name but the user account (c:/Bob/<desired name>) is still listed as Bob. I did a bunch of research online and it appears the easiest thing to do is just create a new Admin Account and then remove the old one. Just need to copy any specific data I want to keep from that other user. Simple enough... mmmm not true! When I deleted the undesired account, it no longer displays in the manage accounts section but when I right click on the start (windows flag icon in lower left corner of desktop), select explore all users, expand the users folder (c:/users), I have several user folders listed and the ones I thought I had deleted. When I try to delete one of the undesired folders it starts to delete the files (sending them to the recycle bin, but then stops and states "The action can't be completed because the folder is open in another program, close the folder and try again.

This is extremely frustrating.. how can it be this difficult. I want to delete the old account along with all of its data. Now I have 3 accounts that I want deleted all with about 23 MB worth of data just sitting there - empty folders and files.