It happens in XP, and a lot of times it's just that something is holding it up. Most times it is something very simple.
For example, if I upload something, and then close out ftp, and try and delete it I will sometimes get that error. So I open ftp back up, exit out of that directory. Close. Go back and delete whatever it was.
Sometimes the fact you were last on something, and you close the application on said file, directory, etc will hold it up and you get that error. So,.. without more information, I couldn't tell you for sure.
Could be as above, could be an application, could be a start up, spyware, or something else.
