I have downloaded teamspeak script (.run), I run it via terminal and after that it created me a locked folder on desktop which I could not modify in any way.

(source: angrrylab.net)
I have downloaded teamspeak script (.run), I run it via terminal and after that it created me a locked folder on desktop which I could not modify in any way.

(source: angrrylab.net)
In a terminal, you can use ls -l to determine if the files belong to your user, if not then that is the reason you can not delete them. If you are sure you want to delete them you can either use sudo rm files (be very carefull here! sudo rm can remove anything, so double-check your command before hitting enter) or first make sure you own the files by using sudo chown user:user files where user is your username.
You can remove the folder with
sudo rm -rf TS3/
(be careful with sudo rm because it deletes everything without question so be sure you add the right folder to delete)
But in the first place, why did you start the teamviewer .run script on your Desktop?
You could install it properly with the installer:
http://www.teamviewer.com/en/help/363-How-do-I-install-TeamViewer-on-my-Linux-distribution.aspx