I have the same problem with a few Directories that end with "...".
In my case it is a Windows problem. Windows interprets that last dot as the extension I think. But if you try to delete it Windows can't find it to delete. I've deleted all content out of those directories, but still haven't found a way to delete the actual directories.
A Google finds other people with the problem, but none of the suggested solutions to delete or rename then delete them work.
Please report if you find a solution CountryBumkin.Okay, I followed the link above and found
Vincent Kars' post. It works! I thought I had tried that, but obviously not.
So;
Start CMD.exe, using the right click "Run as Administrator" method, just to be sure.
CD to the parent directory => In my case 'CD "E:\Recorded TV"' or "CD E:\Record*" will also work.
DIR/X for 8.3 file name => Which shows the subdirectory for an episode of Limitless as "LIMITL~3"
RMDIR 8.3 fiename/s => So "RMDIR LIMITL~3" removes the directory!
Finally I have cleaned up those annoying directories, and will remember that for the future. MC creates those undeletable directories every time an episode of a TV program includes three dots at the end, when using the JTV file format. MC will play the contents fine, but deleting or moving the episode doesn't remove the directory.