We've investigated this problem further, but have been unable to replicate the issue. We have, however, seen a number of issues with MS Word failing to delete temp files out of network shares - creating the same symptoms you are seeing.
Can you detect exactly what program is locking the files There is an open source tool called Unlocker that can tell you this. It's not a Microsoft product and is NOT supported by us so if you do use it please do so at your own risk.
If you can tell us the exact program/process that is locking your files it would be helpful.
Paul Nystrom - MSFT