rmdir works fine for me. What error does rmdir return?

C:\>dir /s/b test
C:\test\sub
C:\test\sub\a

C:\>perl -e"unlink('//tribble05/c$/test/sub/a') or die $!"

C:\>dir /s/b test
C:\test\sub

C:\>perl -e"rmdir('//tribble05/c$/test/sub') or die $!"

C:\>dir /s/b test
[download]

Update: I meant to say: Are you sure you aren't trying to remove a directory in which you are current chdired?