Finally, I set a new geodatabase to save these files, and the problem was solved, but I still do not know why the files are locked. I set all file results in the same geodatabase with different names. This situation is different from the last link pointed out.
Based on ArcGIS 10 help, here is the description of 000210 : Cannot create output
Description The output cannot be created. Potential reasons include data locking, an incorrect path, and limited access rights. Solution Confirm that the data is not locked by another user or application and that you have full rights to the workspace being used. Check to make sure that the path to the data is correct (check for typos in the folder path). Try creating the output in a new location.
At least, it works for me to save in another location.