Okay, I solved the problem. The solution was in
http://bitcointalk.org/index.php?topic=35.0.
This worked for me too! Thanks. 😄 Microsoft Security Essentials was locking up the bitcoin.exe process. The thread with the solution has several responses from other people running various editions of Windows. The problem may extend to other virus protection software. You just have to exclude the bitcoin.exe process from its scan, and it’s probably healthy to add the block database files to the exclude list as well. Of course, this opens the excluded files up to infection, but it’s a risk you’ll have to take until another solution can be found. 😉