Wpf Image Control blocks the file

I have a simple Window with button and second Window is opened when I click on the Button. Second Window has a Image control, which displays a .png-file. So if I use FileObject property for Binding all is OK, I can delete file from File Explorer. But if I use FileName property for Binding I cannot delete file from File Explorer, I get OS exception. I cannot do this even if I close second window, even if I invoke GC explicitly. What is the problem with FileName property? Any ideas?

Win 7, Net 4.0

Window1

<Grid>
    <Button Content="Ok"
            Width="100" 
            VerticalAlignment="Center" 
            HorizontalAlignment="Center" 
            Click="Click" 
            Padding="0,2,0,2" 
            IsDefault="True" 
            Name="_btnOk"/>
</Grid> 



public partial class Window : Window
{

    public Window()
    {
        InitializeComponent();
        DataContext = this;
    }

    private void Click(Object sender, RoutedEventArgs e)
    {
        var window = new Window3();
        window.ShowDialog();
    }
}

Window2

<Grid>
    <Image Source="{Binding FileObject}"></Image>
</Grid>

public partial class Window2 : Window
{
    public Window2()
    {
        InitializeComponent();
        DataContext = this;
        FileName = "D:/pdf/myfile.png";

        Closing += Window2_Closing;
    }

    public String FileName { get; set; }

    public Object FileObject
    {
        get
        {
            if (String.IsNullOrEmpty(FileName))
                return null;

            if (!File.Exists(FileName))
                return null;

            var ms = new MemoryStream();
            var bi = new BitmapImage();

            using (var fs = new FileStream(FileName, FileMode.Open, FileAccess.Read))
            {
                fs.CopyTo(ms);
                bi.BeginInit();
                bi.StreamSource = ms;
                bi.EndInit();
            }
            return bi;
        }
    }

    void Window2_Closing(Object sender, System.ComponentModel.CancelEventArgs e)
    {
        GC.Collect();
        GC.WaitForPendingFinalizers();
    }
}