Pdflatex is blocking writes to the TeX it is working on. This is annoying, fixing changes causing pdflatex not going through a particular tex file gets blocked as long as pdflatex is not manually terminated.
There is another unwanted blocking issue if the pdf is already opened in Acrobat, under Linux the pdf viewer just gets updated once a new pdf is created, which makes things working more smooth.
To dig into those issues one could search through the forum to find a suggestion on how to do/implement this in MiKTeX:
"Suggestion for PDF output"
By: Nobody/Anonymous (nobody) - 2002-05-17 16:38
P.S.: MiKTeX is the great!