Two things I would check:
Check in Windows Task Manager to see if there is another unexpected seguide.exe (or if you were scheduling, wscript.exe or cscript.exe) process hanging around. Your .egp file may have a lock held open as a result of still being accessed by one of these processes that did not terminate properly. If you don't have any EG windows open and no Windows task scheduler jobs running, then you shouldn't see any seguide.exe, wscript.exe, or cscript.exe processes running. If you do, and confident they shouldn't be there, you can kill those processes (or restart your computer). Another option is to use a utility that will identify processes that are locking files, so you can see exactly what process is accessing your .egp file.
Check the file permissions on the .egp file to make sure you have write access on the file.
The first one is much more likely.
Casey
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