Can't Delete Files In Use

This XP annoyance has bugged me for a long time. When I'm cleaning up my filing system, I may consider deleting some folders, but first move out of them certain files I may still want to keep. However, when I try to delete the no-longer-needed folders, XP constantly comes up with a message telling me I cannot delete the folders because it may be being used by another program and to first shut that program down. Well, it is NOT being used by another program because ALL the programs that could remotely have anything to do with that folder- minus the OS, anti-virus, etc., are OFF!

Even if I shut down EVERYTHING except for the OS, that same idiotic error message still comes up and refuses to allow me to delete the folder UNTIL I reboot the system. So,I have to write down each and every folder I plan to delete and then delete them after rebooting the system. And STILL the occasional time the error message comes up telling me it's being used by another program. I'd like to know what idiot at Microsoft came up with this glitch? Personally, If I wrote the software for this OS, I would at least mention which program was using the file I was attempting to delete and have the option for this program to be shut off. BUT Somehow the people at Microsoft manage to once again lose grasp of the obvious.So, now that I've once again given my opinion re: the inner workings of MS, is there anyone out there that has had this problem and has figured out a solution other than rebooting the system?