how to delete folders that will not delete on a Mp4 player?

I guess like a lot of other people I bought a fake Mp4 player. The stupid thing started to sync everything in my Windows Media Player, and it copied it like twice or more. Afterwards, I tried to delete everything, and it took forever to delete almost everything. If that wasn't enough, the thing started to shut on and off; I couldn't do anything. After awhile, it started to work again, but now I can't delete a folder, so if anyone can help me I would be very thankful.