I've been seeing a problem with locked folders for awhile now, I've considered it a Microsoft problem. My home PC's are networked and if I use Machine B Windows Explorer to view a file located on Machine A's external hard drive, the directory often locks and I cannot rename/move/delete the directory. Logically, the lock should remove when Machine B views a different directory or I close Windows Explorer but the directory remains locked. I'm deducing ThumbsPlus is hitting the same OS flaw.
I've XP Pro SP3, suggesting Redmond programmers are sloppy about retroactive work. If you have Vista/Win7/Win8, it means Redmond's development & test standards still suck.
You could try Unlocker:
http://www.filehippo.com/download_unlocker/