How can I lock a file (make it seem like it's being used by a process), so that it cannot be deleted?

Question

I need to test a scenario where an uninstaller encounters an error while trying to delete a file.

The problem is that it's a shortcut, a .lnk file (located in the %AppData%\Microsoft\Windows\SendTo folder).
I can't achieve what I need through changing rights, because the uninstaller runs elevated and it always has rights to delete it.

Is there any tool which can simply "hold the file busy", so that the uninstaller process cannot delete it ? (eg: the way you can't delete an .mp3 while it's playing in winamp... ).

Thanks.