[dba-SQLServer] any ideas

Any ideas, a question from a friend of mine re using a third party backup
utility on the  PC.

Here's the question: When I am NOT working on SQL, and the SQL Service
Manager says that the Service is not started, Second Copy still reports
"File in Use" for all of the files in the SQL Server. That means that they
are not being backed up. Looking at the Services in Windows, I see that
SQLAgent$FILENAME and SQLSERVERAGENT are both shown as Startup Type: Manual
and Status: Not Started (blank). So if SQL is not started, what is tying up
the files? I would like to keep them backed up.

Martin