AVIs as Immovable Objects?

I've got myself a bit of trouble I'm hoping someone might have encountered before. Very rarely, I find an avi file that doesn't want to behave. Once I load it onto my computer, it consistently crashes my WMP every time I try playing it, and all attempts to move, delete, or rename it are met with the "This action can't be completed because the file is open in another program" error. Essentially, the file becomes an immovable object.

I've gathered, from searching around, that the problem has something to do with a codec not meshing with whatever quirk the file has, resulting in the thumbnail-generating program going awry.

Has anyone else run into this kind of problem before? And if so, have you managed to track down which specific codec is the cuplrit? I can think of one solution, but I'd rather do a precision strike than a clean sweep if I can help it. Many thanks in advance!

Jam it back in, in the dark.