Disclaimer: I am mainly a linux/web developer.
Windows has this \"nice\" feature where it denies permission to delete any file that is held open by any process. So i
This is perfectly acceptable. Imagine a situation where you're reading a database file in your application, and some other application comes along and deletes that database file from right under you. How does your application know to check that the file still exists? How will it ensure that the file stream does not all of a sudden attempt to read that file may be there one millisecond, but not the next? This is why programs can lock files, to ensure that the file will always be there until the program determines that it is done with it.
It may be more helpful to tell us why this file locking is undesirable in your situation. I'm pretty sure anti-virus programs do an optimistic lock on files, unless it's cleaning them.