How to release it without ending the program
Closing the document window is not enough while the program itself is still running — it keeps holding the file. Quit the program completely. If a temporary file starting with '~$' is left in the same folder, delete that too.
If that still does not work
- Close the program and delete
- Unlock and delete
- Move to Recycle Bin
- Delete after restart
Get LetGoFile and drop the file on it — it names what is holding the file, PID and all.