There are multiple meanings of "lock" in SVN and some of these answers that talk about "break lock" or a teammate holding a lock are not using the relevant meaning for the original question. This question is dealing with "working copy locks" (i.e. they are entirely local to the working copy on your computer and have nothing to do with you or teammates holding a lock/check-out on a file). The accepted answer by MicroEyes is referring to the correct usage and is your best option when this happens.
If a cleanup doesn't work you may need to check out a fresh working copy of the project. If you have any modified, un-commited files you will need to copy them over to the fresh working copy so you don't lose your changes.
See this page in the Tortoise SVN docs for a description of the three usages of "lock": http://tortoisesvn.net/docs/nightly/TortoiseSVN_en/tsvn-dug-locking.html
Excerpt (emphasis added):
The Three Meanings of “Lock”
In this section, and almost everywhere in this book, the words “lock”
and “locking” describe a mechanism for mutual exclusion between users
to avoid clashing commits. Unfortunately, there are two other sorts of
“lock” with which Subversion, and therefore this book, sometimes needs
to be concerned.
The second is working copy locks, used internally by Subversion to
prevent clashes between multiple Subversion clients operating on the
same working copy. Usually you get these locks whenever a command like
update/commit/... is interrupted due to an error. These locks can be
removed by running the cleanup command on the working copy, as
described in the section called “Cleanup”.
...