Yury,
The lock is created when the geoprocess is running to protect the data while in use. If you have a hanging lock meaning once the process is done, you have closed all applications accessing the file geodatabase and the lock still remains, then you may need to check your computer processes for any ArcGIS instances. Also, the AppROT process has been known to cause hanging locks. As long as nothing is trying to access the file geodatabase you can then kill this process as well.
I hate having to do this because every time I do I feel like I am about to screw something up, but this has worked for me in the past.
Hope this helps!
Chris B.
