If it's not a program but a process, your file might be seriously messed up and you should think about replacing them.

Tried that a few times with videofiles. Play fine but after watching them PC is sloooow. Need to restart. Using Unlocker it says if there are any processes connected to the file. If that's the case then there is more than the movie on the file. Haven't seen it yet with music but who knows what the misfits try next.