Hello pderocco,
Thank you for your post.
Please specify what another program you use where you have notices such issue.
I've tested several programs and
the beta version of Video Splitter and regrettably have not noticed such issue.
So please try to reinstall Video Splitter to the latest version and if this will not help please let us know the another program where you can't delete the file if it was opened in the running Video Splitter.