I realise the post is old, but for future reference:

I experience the same problem. A work around I have found (in place of rebooting) and this is not ideal but certainly quicker.....

Be warned though ....close any open/unsaved work before doing this!!!!

Open task manager, go to processes tab and finder explorer in the list. When you find it, right click on the line and select end process tree, this will effectively close all running programs and give you a blank desktop.

 Then still in task manager, go to applications tab, select new task button and type explorer in to the pop-up window. This will start a new fresh explorer session.

 Obviously the first step kills the program (process) that has the file locked and the space will be reclaimed imediately.

I  am yet to find out which program/process is locking the files, as the strange this is that I try to move files that I have not used for a few days, yet the program that created the file (Digital TV card and Compro software) has since been shutdown.

 This also happens to files generated by different applications - eg: windows movie maker, pocketDVD, so there appears to be a common thread around movie files. The other strange thing is that the files could be mpg, avi, divx etc so it is not necessarily a single codec.

 I am 
on SP2, not using nortons and on a lan. I might turn of AV and other tools for a few days to see if problem is replicated.

An early thought was maybe the Logitech wireless keyboard and mouse (where the F-keys can be  remapped), but this is unlikely, but I would often use the F5 key to force a refresh - and the F5 key also doubles up as an UNDO if the F-Lock feature is turned on. But if I delete via toolbar or don't force a refresh I can still get the same problem. 

 Does anyone else have further suggestions or similar problems that may shed some light on this.