Most likely glassfish, or some part of it, is registered as a service and is still running.
Have you rebooted and tried deleting it again?
If that does not work, grab
Process Monitor from sysinternals and configure it to monitor the lib directory. I should be able to tell you what process is using the directory, and you can then kill that process.
There is also a slight possibility that your anti-virus software has the directory locked. Happens to me occasionally when deleting software.