Cannot get rid of folder in Mac OS

Hello, Guys...

I am new to Mac OS...running snow leopard...downloaded this software called uLock (from Cnet) to lock folders from being accessed...However i'm not sure if had completely installed this ware or otherwise as its icon does not show up in the apps folder. (or it could be an app that like a windows exe ware)
.. i locked a folder on my desktop which still appears to be accessible even-though the folder displays a locked icon on the folder. does

The problem is.....i cant delete this folder from my desktop even if it unlocked (not that the lock is functioning)
I tried dragging it to trash ....it asks for password... entered password and accepted ...then the system says that i dont have permission to delete the folder

I just want to delete the folder and discard the software.....please help....