Anyone who saves email in HTML format knows Outlook creates a folder containing “junk files” (in their opinion). The folder can’t be deleted – it’s linked to the HTML file and breaking the link, while possible, takes several steps.
Although you can’t prevent the creation of these folder, you can make it easier to delete them. Open Windows Explorer, go to Folder options (Look on the Tools menu in older Windows versions and the Organize button in Windows 7 and Vista.) Go to the View settings and change the Managing pairs of Web pages and folders to Show both parts and manage them individually. Now the folder are unlinked from the HTML file and can be deleted.
See http://www.outlook-tips.net/howto/save_html_folder.htm for screenshots and complete instructions