2 workarounds:
assumption here is personal geodatabase (.mdb)
1.delete the .ldb (whilst Arcmap is open - by removing the layers) delete in windows explorer. Then do 'undo' remove layers. search *.ldb for multiple
2.move up a few folder levels in ArcCatalog and Refresh, it will unlock the file and you can edit in ArcMap.
file .gdb [or .mdb] is at c:\work\project\data, if you view the c:\work\ folder and click refresh in ArcCatalog
Schema Locks
http://webhelp.esri.com/arcgisdesktop/9.3/index.cfm?TopicName=Schema%20locking