If you're requesting removal of the whole directory at once, you need
to block that directory in your robots.txt file in order for your
request to be accepted.

You could also submit each of the text files in an 'Individual URL'
removal request, which should be successful if they're all returning
404s. 404s aren't enough for a directory removal, however, since it's
possible for a directory to return a 404 status code, but still serve
out other files underneath it. This help topic gives the details:
http://www.google.com/support/webmasters/bin/answer.py?answer=61062

Hope this helps!