C:Documents and SettingsAdministrator>python
Python 2.6.1 (r261:67517, Dec  4 2008, 16:51:00) [MSC v.1500 32 bit (Intel)] on win32
Type "help", "copyright", "credits" or "license" for more information.
>>> import tempfile
>>> __, filename = tempfile.mkstemp()
>>> print filename
c:docume~1admini~1locals~1temptmpm5clkb
>>> fptr = open(filename, "wb")
>>> fptr.write("Hello World!")
>>> fptr.close()
>>> import os
>>> os.remove(filename)
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
WindowsError: [Error 32] The process cannot access the file because it is being used by
       another process: 'c:\docume~1\admini~1\locals~1\temp\tmpm5clkb'

>>> __, filename = tempfile.mkstemp()
>>> fptr= os.fdopen(__)

fh, filename = tempfile.mkstemp()
...
os.close(fh)
os.remove(filename)