Did you use the add/remove programs method in the control panel to uninstall Firefox and Thunderbird? You will first want to make sure that no portion of the particular program(Firefox or otherwise) is still running. That will readily hamper any attempts at manually removing the main folder. Look in the task manager to see if there are any Mozilla processes running and click on the end process button.
You can also try right clicking the folder and looking at the properties to see if the "hidden" or "read only" box has a check mark and the rest is darkened. There you can uncheck that and click apply for another try. If the uninstall left something intact you may have to reinstall it for a retry at using the uninstaller or add/remove to see it totally removed.