File/Record not locking when opened

For some reason, whenever database files (or any file for that matter) is opened by a user it is not locked. This is problamatic with databases, since two or more users can make changes to a specific database at the same time. I would like to knowif there is a method to ensure that opened files will automatically lock, and if possible be a method that is not dependent on the client software.

Thanks,

David Stevens