JkDefrag cannot move certain files on a running computer, a limitation of the Microsoft defragmentation api. There are some tricks you can use, see the frequently asked questions on the JkDefrag homepage. For example, see the "How do I defragment "C:\$Extend\$UsnJrnl:$J:$DATA"?" question.
Tip: take a look at the Gnome Partition Editor
. It uses a different technique for moving files and can therefore move files that JkDefrag cannot move.