When attempting to install the Patchset 10.2.0.3.0 upgrade OUI complainted about a msvcr71.dll file in use. All Oracle services were shutdown, as directed by the Installation Guide. So this file shouldn't be in use by any Oracle executable. So where the culprit is? I found it by means of the Process Explorer, this is an utility that can be downloaded from the microsoft site, by navigating through the url: http://www.sysinternals.com/, the Microsoft Technet site can be reache, a couple of clicks and you're done, you can download it. A useful tool is the ListDLL too.
I found a svchost.exe process grabbing the msvcr71.dll file, I just killed it and the Installation process just went on to the end. I should point out that killing an OS process is a very serious matter, don't kill it unless you are absolutely sure what you are killing. DLL's shouldn't be locked by third party processes, so Oracle can just smoothly perform the upgrade. By means of the graphical tool previously mentioned I managed to know which process was locking the DLL.
Side Note, msvcr71.dll: is a module containing standard C library functions such asprintf, memcpy, and cos. It is a part of the Microsoft C RuntimeLibrary.