You Need Permission To Delete?

I have a laptop.. and the only account on it is my own. I'm on it and I was trying to figure out how to move music from my iPod to my iTunes library. So, I created a folder on my desktop and named it "Music" but I don't need it. I went to delete it but when I tried, a pop-up arose saying "You'll need to provide administrator permission to delete this folder" and whenever I click Continue, it says "You need permission to perform this action" and then it says I need permission from.. myself? I don't know, I don't get it. It's not letting me delete the folder though, what's going on?