CHKDSK problem - it seems ineffective

CHKDSK issue question:

I think I have a problem with my PC.
CHDSK doesn't work right.
Allow me to explain the problem:

I have a Hewlett Packard Pavilion a1250n Computer - AMD Athlon 3800+ - 2.4 GHz - 1024MB - 250GB - DVD-RW/CDRW Combo Drive and DVD Drive - 9-1 Media Reader - 56K Modem - NIC - Win XP Media Center OS - Refurbished EG194AAR#ABA.

The PC was all right and wasn't used much, just occasionally. It was updated and perfect working condition, virus and spyware free. I work on it so I know for sure. Unfortunately I made a mistake of retrieving some old files from a corrupted ATA drive I had. It was important data and I had it retrieved via an IDE controller attached through USB. The disk was so bad - that wouldn't work with any other configuration or software except LINUX. So I had a KNOPPIX boot and made a dump of the data onto a newly created catalog on my known good PC hard drive. The old drive
was disconnected and I then started to review the information on the PC and found many files corrupted and unusable. But I did retrieve the most important part of work I had there so it served it's purpose.

There is one problem though - the files CAN NOT BE REMOVED FROM THE HARD DRIVE!!!!

I tried many things actually and scheduled a CHKDSK to run and fix all problems and it found many problems. There were many missing clusters and other bad things - all within that file folder created for the data retrieval. The CHKDSK program said it fixed all the problems.
But then the PC froze on me and I run CHKDSK again. It was scheduled prior to boot, and again it found all the problems as before. Fixed them again, but this time I didn't trust it, so I scheduled another CHKDSK scan. Well, not surprised to see the same problems, the same files corrupted even the same names and clusters popping up.

So here is my problem:
My PC is no longer perfect. It freezes all the time. When the AVG gets to the mentioned file folder all I can do is unplug the system. I can not delete those files. It is very frustrating. Some files are too long (dunno why) some folders are empty and won't disappear and most importantly the freaking CHKDSK doesn't work right, because after each and every run that takes like 5 hours all problems show up again, and again, like nothing was fixed.

So bottom line CHKDSK seems to know something is wrong, seems to care and seems to be fixing things up, but nothing gets fixed up.
What should I do???