Title mostly says it all. When you have a track playing in the built-in player (enabled by right-clicking the toolbar and checking "Player") then press "Save" in a situation which causes the file to be moved/renamed, Picard will create a copy of the file in the desired destination without deleting the old one and show a "!" error icon next to the file. Pressing "Save" again creates another copy of the locked track. As far as I can tell, the only way to stop make Picard release its hold on the original file is to press "Play" on a different track, then delete the file at the original location plus any duplicates manually. It is not sufficient to press "Pause", Picard still locks the file.