UNIX file-locking is dead-easy: The operating system assumes that you know what you are doing and lets you do what you want:
For example, if you try to delete a file
Note that Process Explorer allow for force closing of file handles (for processes local to the box on which you are running it) via Handle -> Close Handle.
Unlocker purports to do a lot more, and provides a helpful list of other tools.
Also deleting on reboot is an option (though this sounds like not what you want)