If you open a file on a remote computer (a fileserver), it is your machine
that opens the file and therefore your computer that closes the file. If
something else has opened the file then it is its job to close it.
Actually, if you go to the server, right-click on My Computer and select Manage, then go to Shared Folders and click on Open Files, on the right you'll see all remotely opened files. you can force a disconnect from here (right-click on the file and there ya go).
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