Library Object will not release file

Question

I am using a method from a library file (compiled) to convert a file to another format.  I have created an instance of this library object in a class and convert the file.  The method in the library class converts the file and copies it to another location.  Everything works great, but when I try to delete the converted file I get an error message telling me that the file is being used by another process.  The object that I created is destroyed so I would think that it is no longer locking the file.  I am not sure how to release this lock on the file (other than exiting the program).  Also I do not have access to the library file source code and no documentation on it.
Any help is appreciated,
Thanks,
Peter