First look at the LDB file (Just use Type MyDB.Ldb or whatever from the 'Command Prompt' or from 'Run') to see who has it locked.
Check carefully all entries in the list (sometimes it is open by people or PCs you wouldn't expect.
When you've cleared these all down and it still has entries (possible as it doesn't handle some crashes v well) then you need to look at unlocking the file from an OS point of view.
This gets a bit technical so hold on.
Open 'Computer Manager' from the Admin Tools folder.
If it's not stored on the local PC but a server somewhere then right-click on the top line 'Computer Management (local) and 'Connect to another computer...'. Select the server from the Browse list.
Select 'Shared Folders' then 'Open Files'.
Find the LDB file in the list then, from the right-click menu, select 'close'.
When the file is no longer in the list (F5 to refresh), delete the LDB file.
That should free it up for you.
If you get stuck on any of this then post back here explaining where and I'll try to clarify.