VRaptor's suggestion is a good one, and easy to do on the device, if you are confident you don't care to keep anything that's in the folder. And likely the BlackBerry will recreate the folder if it is a standard folder, though maybe not.

Personally, I play it safe. I would do it on the computer as Dubdub say's, and do it via searches, and scan the result before deleting. Search on *.mp3, etc, on the whole card. Then scroll down through the result for anything you don't want to delete.
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