Table lock doesn't get removed after user closes database and logs out

All -

I am running MS Access 2007 on Windows Server 2008 R2.  We have a terminal services setup and have 5 employees logging into and running analyses using MS Access.  They will often create a second database and link our pricing database as a table.  Sometimes the pricing database gets locked and then nobody can update the tables.  

When I try to compact the database I get an error that says:
 
"You attempted to open a database that is already opened by user 'Admin' on machine 'XXXXXX'.  Try again when the database is available."

Even after making sure all users have closed their databases and logged off, the issue is still there.  When I open the .laccdb file and see the file owner I can see who it says has the file open.  However, when I open task manager I am not seeing them running any applications and they are logged off.

Also, when I try to delete the .laccdb file it says "The action can't be completed because the file is open in another program."

Any ideas on this one?

Thanks!