Confused Windows (cannot move)

Got this problem with Windows XP, when I had windows 98 I had the same problem concerning Photoshop and Illustrator files.

When I want to move or delete such files it's almost a guarrantee that I will get this message.
____________________________________________________

X Cannot move FILE: It is being used by another program.

Close any programs that might be using the file and try again.

OK
____________________________________________________

Problem is, the only program running is windows since I opened my computer. I wish there was something I can do other than restart my computer every time I ge this message.

How can I fix this problem?

While I'm here what is better finding a way to make Photoshop regognize JPEG file extensions or finding a way to make IE save images as JPG's and not JPEG and how?

Thanks again,
Muezan

 

"the only program running is windows"......nope

what's showing when you control/alt/delete once?

http://www.blkviper.com/WinXP/servicecfg.htm

this would be better posted in the XP forum.....

 

Tasks | Status

Nothing! Other than the folder where I'm trying to delete said files.

Muezan