Just ran multiple file index and ran it on all files.  I had 20 files show locked files.  Second pass did not fix them.  What do I do now?  I was on the server when I ran this utility and noone else was on the system.

Ok, please explain file locked further. It is lunch time here and although several users are signed on all workstations are at blank screens in the items menu.  I just went to the server and tried to reindex BKAPHPO,BKAPHPOL, AND BKAPPO three of the 20 files locked last night and they are still locked.  Is this normal?

Whenever you log into DBA about 7 files get opened and are held as file handles by the transactional engine in Pervasive.
 
Doesn't matter if the users are doing anything.
 
The items menu may hold open the PO files, BKICMSTR, MTICMSTR and possibly something else depending on what the users were last doing and what version of Pervasive you are on even though they are just sitting in the menu.
 
Also, you will notice that even when you are absolutely certain no users have any remaining files held open and you run the multi-index from the server it will still be unable to work with about 10 files I believe.  Don't worry about them.  It is beacuse you are using them to log in to run the re-index.