Remote Data Access error message "this file C:\...sai is currently being used by another application."

I get this error message everytime I log into my company via remote data access. I close out properly, so I am unsure what or where it is getting hung up.

"This file 'C:\filename.sai' is currently being used by another application. Please enter a different file name."

Any thoughts on where it is getting hung up or maybe a different way of closing out to ensure this doesn't happen?

thanks Michelle