Cannot delete files in Windows XP

I’m a professional photographer and I am having difficulty deleting image files or folders once I have opened them. I get a message: this file/folder cannot be deleted it may be in use. . . If I reboot and go back to them without opening them I can delete them. I contacted MS and they suggested going into msconfig and shut down any programs that initialize at startup one at a time until I locate the one that was running in the background and was not allowing me to delete my files. I tried that and was not successful in find such a program. Has any one run into this problem and if so, were you able to overcome it, and how?