If the file is really open then you should see it in Process Explorer.
Get Process Explorer
Save it to your desktop then run it (Vista or Win7 - right click and Run As Administrator).
However, I expect that it's sort of like Word and makes a working copy. I would first set Windows to show me all files:
If using Windows XP:
Double-click on the My Computer icon.
Select the Tools menu and click Folder Options.
After the new window appears select the View tab.
Put a checkmark in the checkbox labeled Display the contents of system folders.
Under the Hidden files and folders section select the radio button labeled Show hidden files and folders.
Remove the checkmark from the checkbox labeled Hide file extensions for known file types.
Remove the checkmark from the checkbox labeled Hide protected operating system files.
Press the Apply button and then the OK button
If using Windows Vista or Windows 7:
Open the Control Panel menu and click Folder Options.
After the new window appears select the View tab.
Put a checkmark in the checkbox labeled Display the contents of system folders.
Under the Hidden files and folders section select the radio button labeled Show hidden files and folders.
Remove the checkmark from the checkbox labeled Hide file extensions for known file types.
Remove the checkmark from the checkbox labeled Hide protected operating system files.
Press the Apply button and then the OK button
Then do a Search for files or folders on the C:\ or its subfolders modified on the day of the crash (or on the day the software was started up if you kept it running for many days).