Run task manager and go to processes tab. There you can find the running programs and files. Check if there is any file on process from Cyberlink folder. If found, click and end process. Try removing the folder.
It's obviously Power-DVD? It's a Program Folder, you can't delete it while the program is running, and you may have it running automatically at start?
Why you need to get rid of it, I don't know, but you can't do it that easily in Windows 7 - it's actually for your own protection, in order to prevent accidental deletes.