MM2RULZ, you're staring to create some problems here, please don't make another topic about the same problem that this topic already talks about, and don't do multiple posts... Also, be clear with your posts, you're making all the thing harder to understand...
Back in topic, how's absolutely possible that you aren't able to delete a folder with the game files in it? Obviously you haven't to have that game copy running on to be able to do this, and it has to be the copy that you've downloaded, but that you still haven't specified if it's just the folder with the game files in it, without the installer, I assume that's so.
When you download a mod or add-on for the game, it's placed in an archive, that's in these file formats with these extensions: .zip, .rar an .7z. Download
here 7Zip program and install it to be able to open them all. After installed hte program, just double click on the downloaded archive, 7Zip program will launch with the file opened. Open the game folder too, the default install directory is C:/Program Files/Microsoft Games/Midtown Madness 2. Now, return to 7Zip window, click on the file with the .ar extension present in it, and while keeping pressed with the left mouse button on the file icon, drop it in the game folder window previously opened. The file is extracted where it has to be. Close the program, the fodler window and run MM2 to try what you've downloaded. How there can be problems in doing this easy operation?
And of course, you haven't to burn on a disc anything...