I get the following:
On Windows, file and directory deletion may fail for a number of reasons - if some process has this directory as its current directory, if the file is open, if an anti-virus currently scans the files there, etc.
The solution is:
1. Try to manually delete this directory from Explorer. If successful, start JIRA again.
2. If you can't delete manually, you need to figure out which process has files open there. Use Process Explorer for that, then you might want to kill the process or make it release the files.
Personally I just removed the read only permissions from the directory.
As per Igor's instructions, if you were able to manually delete the folder, you can restart the JIRA service by navigating to Start -> Control Panel -> Administrative Tools -> Services, finding the 'Atlassian JIRA' service, and clicking Restart (Windows 7).
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