Open dataset doesn't lock the file at OS level

Hi,
I have a program, which tries to write a file on application server. Once the file is opened, and while program is writing to the file, if somebody goes at application server and deletes the file, I get a short dump, saying the file doesn't exist.
Why doesn't SAP lock the file at OS level? Why is someone able to delete the file while SAP is processing it? What is to be done to check at OS level, to see if SAP is currently writing?
Thanks,
Juwin

I tried what Kesav and Adrian told. I created 2 programs, 1st to create a file and 2nd to move the file.
1st program: [url]http://www.mediafire.com/?gmrn1zyd0t0
2nd program: [url]http://www.mediafire.com/?di2kzzzemkz
Now, I executed the 1st program. While the 1st program is running, I executed the 2nd program. The Open dataset in the 2nd program always gave me sy-subrc as 0. So, I always got the message as ready to be moved. I tried executing the programs from different SAP user IDs as well. Got the same result. So, it seems, Open dataset, doesn't even lock the file at SAP level. I cannot use Open dataset for output in the second program, because that will erase the contents of the file.
I cannot change the program, to execute a system command, because the file is created from a standard program, and we dont want to touch it.

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