Sitecore Rocks uses the "robocopy" DOS command for mirroring the folder. Possibly this fails on your machine.
Try executing this from a command prompt:
robocopy [source] [dest] /mir /njh /njs /ndl /nc /ns /np /A-:Rrobocopy [source] [dest] /mir /njh /njs /ndl /nc /ns /np /A-:R