The first problem sounds like a space issue, eg, there isn't enough room for *two* files, but if you use the same name, then the space of the previous instance is reclaimed when you write over that existing file and all is sweet.
The second problem sounds like somebody else still has a hold on the file. What happens if you kill the media player when it is done? - perhaps it is paused at the end of the file, ready for instant replay, rather than letting go of it. Can you delete the file after you have closed and restarted *your* app? (not that *you* would forget to close a file, but... we all have our little moments ;-) Do you get any messages if you enable b4abridge ftp and go in via tools, b4abridge, file explorer?