On XP Pro, you can go to My Computer >> Tools >> Folder Options and scroll-find where there is a checkbox for "Simple File Security" - which you must uncheck. If you do that then your XP's file - right-click >> Properties will show you the security tab.
If you can do that, you can check that you have MODIFY or FULL CONTROL (either one) permissions on the database's folder and all the files in that folder. If you don't, then there are combinations of events that will cause a lock file to not be released properly. Though I have to admit it will be quite rare to get to this situation easily.
By any chance do you have a Windows Task Scheduler item that can open the BE for any purpose? Or the FE?