This is needed for *nix where normal (i.e. not Samba-mount) file behavior
requires that we manually unlink() the file, but not until just before closing
it. So we have to keep track of the file name and the 'auto_remove' desire of
the caller. This is not necessary when the file is on a Linux-smbfs, but we
need to work as expected on normal/local *nix file systems too.

This solves atomic lock file removal for *nix, but does not gaurantee lock file
cleanup upon ungraceful process termination (e.g. crash). At least in this
particular case, Windows beats UNIX.