Wierd thing is Bill, I just tried something.
If I try to say move a folder with a PDF file in it, from one location to another, I get the "Error, open in another program" error message. Yet I can go into that folder and cut and paste the PDF file somewhere else with no problem. THEN it actually allows me to move the folder (so moving the PDF file somehow "unlocks" the folder).
If I then try to move the folder again (after the folder and the PDF inside it have been moved) the "new" folder is now locked.
For a folder to become locked, it just has to have a PDF inside it. I don't even have to select the PDF, go into the folder with PDF in it, have it open in the preview panel, or even open it in Adobe Acrobat). All I have to do is select a folder with a PDF inside it, for that folder to become immediately locked. It's like something is scanning the contents of the folder (as soon as I select it), figuring out it contains a PDF file and then locking that folder as a process thread of "explorer.exe" and not allowing it to be cut and pasted somewhere else. But yet, still allowing me to cut and paste the PDF inside the folder and then freeing up the folder its moved from and locking the folder it's moved to!!
I wonder if Adobe's PDF Windows Desktop Search PDF contents extension could be doing this? Still, why is it only doing it to the folder with a PDF in it I select. It has to be some kind of adobe explorer / pdf shell extension. Don't even know where to start trying to figure it out.