Vista won't delete files or folders saying still open

XP has this problem and Vista does still. I will try to delete stuff and
Vista tells me it's still open when it's not. I'll delete folders with a
file in it and it won't let me over 90% of the time saying it's still open.
I know the program that opens the file isn't like letting go of the file or
something.
Is there software somewhere to get that will fix this or anything? In XP
I've installed a nice tool that helps to resolve this bug in Windows. I'm
not sure if this software or something like it is available for Vista. I
don't remember the name of the program.