It may happen that you are running several applications writing/reading on several files, then for example, you want to delete one of those files and you cannot because file is being used.
On Linux systems it allows you to know which application is using it, and close it. With Windows 7 (and Windows XP) you need to use a third-party software called Unlocker.
Using Unlocker is quite easy. When it is installed, it appears as an option in your context menu, so you just have to right click on the file and select Unlocker
You can download Unlocker from here