As covered in a previous article on defragmenting your computer, I covered the fact that the built-in defragmentation utility cannot defragment files that are in use or special system files like the pagefile.
Here is a short list of some other files that are not defragmented by the built-in utility: Bootsec.dos, Safeboot.fs, Safeboot.csv, Safeboot.rsv, Hiberfil.sys and Memory.dmp. Further, file fragments that exceed 64 MB in size are ignored by the built-in defragmenter.
If you have video files, large music files, or other large files, you really should just buy Diskeeper. But if you want to simply defragment some file that is not being defragged by the built-in tool, you can use Contig tool by one of the best programmers alive, Mark Russinovich. If you choose to use Contig, I suggest you read Mark's page about it and then use it with caution. If you are not sure what you are doing, then either get some assistance or just buy Diskeeper.