Thumbs.db popup appearing and folders not deleting in Windows 8

Hi… I am facing an issue in windows 8 is that sometimes I want to clean certain folders and popup appears and it says something about thumbs.db file and also it says your folder is open in windows explorer while the folder isn’t open in that folder and also sometimes it deletes without any issue. I don’t know to fix it all I want to do is that whenever I hit shift+delete my folder should be cleaned instead of appearance of that popup as image attached with this message.

Many thanks.

Even if you delete this file will be always be there… because the system will create it back. Don’t sweat it

That file is for creating thumbnail images for file icons. It doesn’t hurt anything if it’s deleted, and it’s recreated the next time that you open the folder.