I think what you are really looking for is the ability to have a transaction. Because the disc can only write one sector at a time, you can only delete the files one at a time. What you need is the ability to roll back the previous deletions if one of the deletes doesn't happen successfully. Tasks like this are usually reserved for databases. Whether or not your file system can do transactions depends on which file system and OS you are using. NTFS on Windows Vista supports Transactional NTFS. I'm not too sure on how it works, but it could be useful.
Also, there is something called shadow copy for Windows, which in the Linux world is called an LVM Snapshot. Basically it's a snapshot of the disc at a point in time. You could take a snapshot directly before doing the delete, and on the chance that it isn't successfully, copy the files back out of the snapshot. I've created shadow copies using WMI in VBScript, I'm sure that similar apis exist for C/C++ also.
One thing about Shadow Copy and LVM Snapsots. The work on the whole partition. So you can't take a snapshot of just a single directory. However, taking a snapshot of the whole disk takes only a couple seconds. So you would take a snapshot. Delete the files, and then if unsucessful, copy the files back out of the snapshot. This would be slow, but depending on how often you plan to roll back, it might be acceptable. The other idea would be to restore the entire snapshot. This may or may not be good as it would roll back all changes on the entire disk. Not good if your OS or other important files are located there. If this partition only contains the files you want to delete, recovering the entire snapshot may be easier and quicker.