Deleting Folder Problems!

Hey Everyone,
I am in my first week with my new Macbook and my first try at Mac OS X. I am having some strange problem though, I don't know if it is normal behaviour. I have used my ipod to copy some files and folders from my Windows PC over to my mac. However, now when I go into my iPod and I want to delete it off the HD of my iPod, it asks for my password, the details say something about "com.apple.desktop", or something along those lines. I put in my password, it accepts the password. However, the folders and files on my ipod are not deleted after asking for my password. I try to delete again, and it does the same process all over again. Each time, not deleting these files and folders.

I hope someone can tell me what is going on, and I appreciate any help.
Thanks.