Deleting thumbs.db files
In Windows Explorer it may be common to find thumbs.db files. These are used to make it possible to view thumbnail images faster. Particularly in directories with large numbers of PDFs, you may find many of these files and not be able to delete them. This is especially a problem if you want to get rid of subfolders containing these files. Simply right clicking on the file and selecting 'Delete' while in 'Details' view may fail, and Windows will give you a message like this:
If you encounter this problem try changing the Windows explorer view from 'Details' to 'Content', you should be able to delete the thumbs.db files.