Go into a directory on the local harddrive. Delete a small file there.
Copy the directory to the remote location.
It will complain that it cannot delete the file you delete before!
(Apparently a filelisting cache wasn't updated).
Can you send me an email, so I can send you back a debug version of WinSCP to track the problem? Please include link back to this topic in your email. Also note in this topic that you have sent the email. Thanks.