Help with releasing image file so I can delete it from folder

Question

I have an application that loads up several images and creates a single multi page tiff out of them. I am than deleting the images from the source folder. Everything works great except, the last image won't delete because it is in use. Here is the thing about that though. If I throw a message box to inform the user that the images were saved the last image will delete without problems. If I don't throw the confirmation message box than the image is shown as in use. I am unclear as what could be holding the picture in memory since I set the image to null and call the garbage collection. I am new to C# but have used vb.net for many years.

Anyone have a suggestion?

I'd prefer to remove the message box if I can. It could make the application faster for the user.

I attached my complete project.

Thanks.