[2008] .MDB File in use Already?

Alright, Here's what is happening:

I have a .MDB File that gets created and inserted with DATA. I then have the CONNECTION.CLOSE, but then say I go to Delete It, it says that it is being used already, I check my Process and doesn't show anything. This only happens in the first 5 Seconds after creating and trying to delete, after the 5 seconds, it will work normal. I know this sounds weird, but how can I make it to not be used in the process right after Connection.Close is Called?

Here's my Code:

vb Code:

Public Function CreateCourse(ByVal DBDirectory As String) As Boolean
        Dim DB As New ADOX.Catalog()
        Try
            Application.DoEvents()
            With frmNewEditCourse
                DB.Create(Connection.ConnectionString)
                SQL = "CREATE TABLE [Information] ([CIndex] AutoIncrement, [CourseCode] TEXT, [RoomNumber] TEXT, [CourseYear] TEXT, [Teacher] Text)"
                Command = New OleDbCommand(SQL, Connection)
                Command.Connection.Open()
                Command.ExecuteNonQuery()
                SQL = "CREATE TABLE [Students] ([CIndex] AutoIncrement, [LastName] TEXT, [FirstName] TEXT)"
                Command = New OleDbCommand(SQL, Connection)
                Command.ExecuteNonQuery()
                SQL = "CREATE TABLE [Events] ([CIndex] AutoIncrement, [Date (D/M/Y)] TEXT, [EventTitle] TEXT, [EventDesc] TEXT)"
                Command = New OleDbCommand(SQL, Connection)
                Command.ExecuteNonQuery()
                Command.Connection.Close()
                If bImportCourse = False Then
                    SQL = "INSERT INTO [Information] (CourseCode, RoomNumber, CourseYear, Teacher) VALUES (?, ?, ?, ?); "
                    Command = New OleDbCommand(SQL, Connection)
                    Command.Connection.Open()
                    Command.Parameters.AddWithValue("CourseCode", .txtCourseCode.Text)
                    Command.Parameters.AddWithValue("RoomNumber", .txtRoomNumber.Text)
                    Command.Parameters.AddWithValue("CourseYear", .txtCourseYear.Text)
                    Command.Parameters.AddWithValue("Teacher", .txtTeacher.Text)
                    Command.ExecuteNonQuery()
                    Command.Connection.Close()
                    frmStartup.lstCourses.Items.Add(.txtCourseCode.Text)
                End If
            End With
        Catch Excep As System.Runtime.InteropServices.COMException
        Finally
            DB = Nothing
        End Try
    End Function