@Elven:
This is what I'm actually trying to manage. But even when the file is opened for exclusive access (open with GENERIC_READ + GENERIC_WRITE, set no share mode, use LockFile on whole file, denying all access for all users/usergroups including SYSTEM and ADMINISTRATOR), it will still be moved by Diskeeper for some reason. However, my "fragmentation" utility will not be able to move the file.

@Lunar_Dust:
I will try to find some of the programs you mentioned.