Indeed, locked files are usually caused by explorer or an application that is assigned to open type of the file in question when explorer or the application is fetching details of the file, such as metadata. There was a bug in Windows XP that caused avi files to be locked when explorer tried to read details of avi files, the bug was fixed in SP2. If you are running XP SP2 and still get locked files, it is more than likely caused by the application you have assigned to open the file type. But of course programs like unlocker still show that the file is locked by explorer because that's what you use to explore files and folders prior to opening files.
Edit: As an example, in Windows I use Irfanview to open image files. Irfanview also supports ani extension, which is also used in FreeSpace as animations. However, IrfanView does not understand the FS ani format. Whenever I opened a folder that had FS ani files in them, my CPU and RAM usage would skyrocket to the point where all my available RAM was used by explorer. The problem was easily fixed by removing ani association from IrfanView. And just as a FYI, such preview abilities were added in Windows XP, in Windows 2000 this problem wouldn't occur. (tested it myself)