Malware on my webspace

[#1]

When I looked at my webspace today I got this message

It's says this website contains elements of molo.tw malmare.
When I looked on ftp I found an index.html had been added with about 10 folders with random jpegs in them.
I've done a malware search on my machine and I'm fairly sure I'm clean.
I've no idea where these files have come from and some of it I can't seem to delete.
I tell it to delete, the file list refreshes and it's still there. I'm using FileZilla to access it.

[#2]

Are the file permissions set so that you can delete them?

[#3]

It's set to read, write and execute. Is there anything else I need to do?

[#4]

Make sure the folder permissions allow writing so you can delete their contents.

[#5]

Also make sure whatever you are using to delete stuff can see hidden files, such as .htaccess. If you haven't deleted them, FTP won't allow you to delete the directory (unless the FTP client is particularly clever).

[#6]

It was hidden .htaccess files that were preventing me from deleting the folders.
All deleted now. Thanks.