Naresh,

You can access the QB file while it is open by other users and the Web Connector is your source for doing this.  You schedule the Web Connector to "run" your web service on a given schedule which makes use of the implementation code.  

Once you have the web service running in the web connector on a schedule you can begin adding Request calls to it (see the Onscreen Reference that comes with the SDK to see how these are implemented).  After a given request is sent in, then the ReceiveResponseXML(sp?) is called.  You can send many requests at a time with different ids (I used 1,2,3,4,5,6,etc...) which will all call the ReceiveResponseXML seperatly.  If you use a switch statement inside there you can then process each different request how you need to allowing you to integrate many different objects.

Not sure on the unable to access quickbooks error.  You can get that error for many reasons and is usually accompanied by a error number as well.  Google that error number and you will find results (all the time, it is a very well documented system)

Post some details here and I can try to help walk you through them.  Also, we are a consulting firm and can offer implementation help as well if you need assistance.