Thank you everyone!
I am using Win2k at work, but I don't know the OS of my client (it would have to work on any WinOS though).
I have just discovered that perhaps there was a different file that we should have opened instead... and that file is shared.
It still seems strange to me that the OS won't let you open any file for reading, locked or not... The manpages say that caring about locks is voluntary in Unix (for better or for worse...)