If you mdb file is in fact a mde file, then the lock will always appear.
A mde file is a compiled database,a nd all the code from the forms etc. is
removed, and you can NOT modify the forms, reports or code.
You can however freely modify the tables and the data in them.
So, perhaps your mdb file is a mde file?
You might want to turn on file extension in your windows explorer to display
the file types you are working with.
tools->folder options->view tab
un-Check the hide extensions for known file types.
So, if your file is a mde...then you can't modify the forms etc. However,
you can import the data into a mdb file..and the lock will go away.