How to learn which files are used by a process or vice versa

I would check out process library.

There is also a link on Lifehacker for a tool called:
Process Quicklink

Good luck!!

Upon closer inspection....I'm guessing you're wonderin if a process is using particular file x? and if that's the case then my entire post is pointless, the above will tell you what each particular process is, but if for example you have a cmd.exe process updating a file, you'll only see cmd.exe and I'm sure process library will tell you it's a command line running....so I don't know if I was any help at all....Sorry.

Download SIW:
http://www.gtopala.com/siw-download.html

On the left you will see "Running Processes". Click on the process you wish to explore and it will list the file. You can also list all open files and sort by process or filename.

Get Process Explorer from Winternals. The tool for the job. It will show you the handles and dlls used by any running process.

Thank you all, I solved my problem using the software sknake recommended. I was unable to delete some files because they were used and I didn't know which process used them. Now everyhting's ok.

Thanks.