Unable to open file over a LAN.  Access Denied

I have a small LAN of 4 PCs.  When trying to access some PDF files that are located on one PC from another PC over the LAN, i get the notification 'There was an error opening this Document.  Access denied'.
The file is not protected in any way, and the second user does have access to that particular folder where the PDF file is located, as when trying to open a Word document in the same folder, there is no problem at all.
Both PCs have XP Home, Version 2002, SP3.
Any suggestions?
Thank you.

This is a longshot, but, seeing no other replies. I've read this solved on Vista and 7 systems by disabling Preview Handler. Basically, windows is holding an explorer preview of the document keeping it locked. I do not know that XP does this.

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