If someone else has the database open, then ask them to close it. If the database was not closed cleanly (Access or a computer crashed), then you can try to Compact and Repair the file.
I have also noticed that if the file is opened or put in a read-only state at any time, it might get 'stuck' like that. So try this:
Not sure it that's a bug or a feature, but I've seen it frustrate many a user.