Log into your account through shell/telnet.
Move into the directory in question and execute the following command:
rm -r *
Be sure to only execute this within the directory you're trying to get rid of. You will then be able to safely delete the directory.
The reason behind this is that WS_FTP can not delete files begging or ending with certain characters - due to security implacations.
If you want a FTP client that does, try WS_FTP PRO or CuteFTP.