I think he meant "copy your MDB and LDB files, then delete the COPY of your LDB file". Then you can get into (the copy of) your MDB that you wanted to.
I think the best answer is above--your computer is using the file, only you don't know how. Reboot and it will fix this problem (if this is the problem).
If you're accessing these files over a network, it could be your file server will take some time to release the file. I don't know too much about this sort of thing, but it has happened to me on several occasions. I wish I knew the details of this type of problem.