Hi,
When you click Edit in Microsoft Word in a SharePoint document library, Word launches and a document is opened for editing. At the same time, a copy of the document is downloaded and stored in a hidden system folder on your local computer.
By default, this is located in:
C:\Documents and Settings\UserName\Local Settings\Temporary Internet Files\Content.MSO (XP). May differ for windows 7 or 8.
Normally, when you close the Office product, the file is removed from the Content.MSO folder
If for some reason (internal error), if the document is not removed from that location, it is possible that Office will continue to tell you the file is locked for editing.
The solution to the problem is to simply delete all the files out of the Content.MSO folder and attempt to open the document again from SharePoint. You may want to take backup before deleting.
Hope it helps!