Maybe this has been around a while, but it's the first time I've seen it. There are utilities to unlock files that Windows won't let you delete because they are "in use".

The main suggestion in the article is a free utility called "unlocker" which will probably work well for normal users and I might add it to my list of tools for that reason. However, a commenter said that the Process Explorer utility will let you find the exact program that's using that file so you can close just it instead of unlocking every process at once.

Once I've experimented with them, I'll have one or the other on my tools page. Until then, feel free to go to the article and check it out yourself.