I want to delete some databases in Z. and when I try to do it the sentence "Cannot delete xxxxx (the name of the database): It is being used by another person or program". I don´t know what coul be the problem, because when I am deleting the files I close the ACT, I mean the databases are not open. Can someone tell me what could the problem could be?
Unless you disconnect the database from the MSSQL server, you can't delete a database that way because the MSSQL server has the database open. The way to delete a database is to have the database you want to delete opened and then go to Tools | Database Maintenance | Delete Database. That will also remove the supplemental files for that database. You will also need to do this from the system where the database is on a local drive.
Your are referring to a database that is on the server. As with saving a database, you can only delete a database from the local drive so to delete databases on the server, you need do that from ACT! on the server.