Deleted files keep coming back. Need help!

I have some users who have to create and delete files on a regular basis. I just set up new computers for them and they have run into an issue. when they create an MPG file and try to delete it the files deletes then comes back and can not be deleted. the file is gone on reboot however.

the problem is they create and delete files a lot so rebooting a lot is not an option. Also their old PCs did not have this issue. the PCs are running Win XP pro and SP2.

Since the Old PCs don’t have this problem it must be a windows thing. So is there a way to fix this issue?

Thanks!

Note: these MPGs are not a movie this MPG is used by a program to create parts on a steel cutting machine