Originally Posted by frodo66
What is the folder called?
You can check the settings of program (uTorrent, FlashGet, Getright, etc...) that you used to download the AVI file to see whether or not it is re-creating that folder each time you boot. It is possible that the download utility has recorded that folder as the default desintation for downloads, and whenever it starts up, finds it missing and then recreates it.
Windows Media Player does this also for whatever folder you have specified for the default "Rip To" folder...
Also, whoever told you to delete stuff from the registry in order to delete a file is either lying or just not telling you the truth.