File system notification if file is open by external application

Hello!
I have an application in which a certain temporary file is generated. This file is then loaded by an external web browser. When the browser finished loading the file, I want my application to delete the temporary file. Unfortunately my app is not notified correctly by the browser when loading is complete. I guess this is because the temporary file is not interpreted by the browser itself but by a browser plugin.
So my plan to delete the file when the browser completes loading can't work. Thus I wonder if there is any way to get a file system notification when the file is opened by the browser plugin and when it is closed again.
The whole thing should work for Windows XP. I've searched the whole day but couldn't find an appropriate solution. I search for something like the FileSystemWatcher in .NET. But I even don't know if Windows fires these events when files are opened or closed.
It would be great if someone could help me although it seems to be very tricky.
Thanks in advance,
Robert

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