In retrospect, I don't think rebooting would have helped my problem. The issue is that the very program used to delete files was holding a lock on the file. I even restarted this program (
explorer), so we know the bug is quite reproducible.
Windows Explorer is obviously to blame. It's a good thing I didn't bother rebooting 'cause I would have done so for nothing!
Of course, it helps that I actually read the
Interests > Tilted Computers > XP "holds" onto files thread. Thanks,
heyal256!
There is a possible fix but I'm wary about applying fixes I don't understand. Still, I
almost understand it so I will investigate it when I get back to work, tomorrow...