As mentioned by nayan007, you may want to get in touch with technical support.
There are a couple of things you will want to consider. You don't specify how you are accessing your files and folders. If it is with a 'proper' FTP program (like FileZilla or CuteFTP etc), are you finding the folders re-appearing within the FTP program, or within your web browser? If it is within the FTP program, are you ensuring the folder is emptied before deleting it, or that your FTP program is capable of deleting the contained files/folders automatically? If it is within your web browser, have you ensured that you are not viewing a cached copy (most easily done by forcing a full reload of the page by pressing the CTRL and F5 key in most Windows Browsers... If you are not sure which combination to use, let us know which Operating System and Web Browser you are using).
If you are using the CPanel File Manager program, the above applies, but be aware that the File Manager can cause the same issue as browsing the website - that is to say you may want to try forcing a reload as above.
If you are using Windows Explorer as an FTP client, you may want to be sure that the folder is fully emptied prior to trying to delete it. It has been some time since I used Windows Explorer (or Internet Explorer - by the time you switch to FTP they are using the same part of the software) as an FTP client, but it used to have major issues deleting non-empty folders.
Best of luck with your issue. If you want to give some more details on what you are doing and what software you are using I'd be happy to look into this further.