If you plug it in to XP it should show the folder.
As far as im aware when you delete something from the SD card, it creates a copy as a failsafe. This is then hidden. (in the trash on your mac dock) So i think you need to permanently delete all items in the trash.
I cant fully remember at the second how to find them on the mac, but as windows just opens up all items on the SD card, it will show the folder, if not right click and tell it to show hidden files/folders.