Here’s an article on Technet which describes this symptom, explains the reasons for the error and offers a workaround. Take a look to see if it helps.
<a href=”http://support.microsoft.com/kb/839782″>You receive a “You do not have exclusive access to the database at this time… (Article ID: 839782)</a>
I have also read that some external program that installs a toolbar on Access could cause similar problems. This kind of program includes Adobe Acrobat professional among others.