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Dealing with Locked Files on a Mac

Quite often, I am asked one of two related questions: 1) "Why can't I delete this pesky file? My Mac says the file is locked, and I can't delete it unless I do something special!" or 2) "Gaa! I can't copy <insert name here> to my flash drive or another hard drive because it's locked—help!"

Locked Trash File - Hold down Option to Delete

Well, I will answer those questions, and much more, after the break.