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It is already opened exclusively by another user, or you need permission to view its data. Check that you do not have the file containing the data open when attempting to run the test. As long as the data file is open you will get this error message.
This could also occur if the user you are logged in as does not have the correct permissions for the directory containing the database file. In order to make modifications to the database the Jet Database engine needs to create a lock file, a temporary working file in the database directory. If the user has no permission to write this lock file, an error will occur.