I have had the same problem recently with one of our servers.  I tried stopping the SQL Services and agent seperatly but that did not fix the problem.  We ended up rebooting the server and that did correct the problem.  In the end the server was rebuilt anyway and the problem has not come back since.  While researching the problem I did find a number of software utilitites out there that can detect which process has locked the file but I never tried any of them.