They say that a little bit of knowledge is dangerous, but I am afraid that is all I have - So be warned
If you are using NT/2000 etc, and the file is located on your computer (not a network server etc) then you can check for open files in the "Computer Management" applet in Control Panel (Control Panel / Administritive Tools / Computer Management / Shared Folders / Open Files)
Or, you can view the .ldb (lock) file in notepad. This will also show you the current Db users.
You can open a file exclusively by using the exclusive option in the File / Open dialogue.