This is usually not a problem, but even with Volume Shadow Copy enabled, a handful of applications can exclusively lock files. This means that the file is currently locked by another process (or program). Please shutdown the program locking this file before running the online backup program again.
You could use the pre/post commands in the backup software client to shutdown the app before backup, then restart it when completed. Also, many .dat and .dat.log1 extensions in Windows will cause this error. You can simply set a filter in the backup software client to exclude these types of files and eliminate the error in the status report.