How to Retrieve Files?

I have a Windows-formatted CD-RW disk. When I open a folder on the disk that holds many files and folders, only one folder or file is showing. I have delete the file and another file begins to show. I continue to do this copying the files as I go along. I get to one folder that I can't sometimes can't get into or delete.

I have received the message "Windows cannot read from disk. The disk might be corrupt, or it could be using a format that is not compatible with Windows."