Data Source Retained even after removed, Lock files created

I'm running ArcMap 10.1 and working on a project. I have an MXD file that I had included a Parcel Data shapefile in. Someone on our server was trying to copy the same shapefile and (probably kept grabbing my lock file accidentally to copy as well) was having issues. So I removed the Parcel connection (Right Click > Remove). My lock file didn't go away.

I ran MXD Doctor on the MXD thinking it would clear out the connection. Nope.

I opened ArcCatalog, browsed to the MXD, and Right Click > Set Data Source and it wasn't listed.

I went to my Table of Contents and viewed every option there...

1. List by Drawing Order
2. List by Source
3. List by Visibility
4. List by Selection

The Parcel shapefile isn't listed anywhere. But the lock file pops up everytime I open this MXD.
Any ideas?