Use the microsoft process explorer to determine which applications are locking the files and get them to release the locks. Press Ctrl-F after opening process explorer to search for open file handles.
Oh my. That is troubling indeed. Try to change the directory that ADT installs to. A fresh directory will ideally have no locks on it. If the installation fails again, it might be a bug.
You might try getting the SDK parts from the Android SDK Manager rather than eclipse. The SDK Manager should be in your start menu. In the three systems I build Android on (2 Windows, 1 Linux) I did it directly through the Android tools rather than Eclipse.