It's probably down to the fact that your current administrator account has a different uid to the one that was in the process of being created during the install. Windows idea of file ACLs are strange like that.
Back in the day I would have suggested Winternals ERD Commander to deal with this sort of gripe but it got bought up by MS at some point. Probably won't work with Vista/Win7.
However, if the NTFS version is at least Vista compatible, shove the drive into a "current" linux box that has ntfs3g installed and you can delete anything from it, as long as you are root (probably works even if you aren't, provided the drive was mounted under your user).
Failing that, format the bugger.