Microsoft Office Visio Error Message

I am new to MS Visio and as I was saving the file to PDF or XPS format I suddenly encounter the error “The file is open in another instance of Visio or in another program”. I double checked everything but cannot find the other Visio it was saying.
I really need to know how this works for it is important for my job.

Error:
The file is open in another instance of Visio or in another program 1400035
