Cannot delete file from external hard drive (error code 36) in Finder, but Terminal is ok

I have a relatively new Macbook Pro Retina 15" and have a Western Digital 1 TB Passport.  I've been using the passport for about a year now without any problems on older Macbooks in my house.  I used to be able to read and write to this drive no problem.  I am using the Paragon NTFS for Mac software in order to read and write to the NTFS drive.  When I navigate through the drive in Finder, if I try to create a new folder, I do not have a problem.  If I try to delete that folder I just created, I get this error:
The Finder can’t complete the operation because some data in “untitled folder” can’t be read or written.
(Error code -36)
The folder has nothing in it whatsoever.  I just created it.  But if I go to Terminal and I run
rm -rf "untitled folder"
This works fine.  Why is Terminal acting different than Finder?  This does not happen on my other Macbooks.  Thanks in advance.

Thanx for such qucik reply!!! The pages were great, it had an answer for my problem, but unfortunately it also involved me dealing with it only on the MacIntosh HD itself, not on mounted external drive I suppose... So it didn't work they say that there is an icon in the left corner indicating locked folder - I don't see any icon on it. It says you can untick the box to unlock the folder - there is no tick to be unticked. Finally, they say that if I don't have permition or rights I cannot delete it. But how do i change permittion which already says that i can read and write in it? So everything appears to be normal only I cannot delete it. there is not even any warnig telling me I don't have enough rights, it just requires the password and after me typing it in it makes the sound of scraping paper but does nothing more. I aslo had some problems with emptying Trash after being seemingly succesful with one file and had got so far to have them appear in the Trash (no clue how this one actully got there though..) I followd the advice and emptied the Trash with Terminal. The Folder is still there but it shows 0 Kb... So far so good BUT: It is still on the external drive, so I obviously only managed to copy it into the Trash!!! Phew, innit a bit too tight to poor owners, this macbook?? I want my rights back!

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    Thanx for such qucik reply!!! The pages were great, it had an answer for my problem, but unfortunately it also involved me dealing with it only on the MacIntosh HD itself, not on mounted external drive I suppose... So it didn't work they say that there is an icon in the left corner indicating locked folder - I don't see any icon on it. It says you can untick the box to unlock the folder - there is no tick to be unticked. Finally, they say that if I don't have permition or rights I cannot delete it. But how do i change permittion which already says that i can read and write in it? So everything appears to be normal only I cannot delete it. there is not even any warnig telling me I don't have enough rights, it just requires the password and after me typing it in it makes the sound of scraping paper but does nothing more. I aslo had some problems with emptying Trash after being seemingly succesful with one file and had got so far to have them appear in the Trash (no clue how this one actully got there though..) I followd the advice and emptied the Trash with Terminal. The Folder is still there but it shows 0 Kb... So far so good BUT: It is still on the external drive, so I obviously only managed to copy it into the Trash!!! Phew, innit a bit too tight to poor owners, this macbook?? I want my rights back!

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