Hi Bellitude and welcome to the Q&A Forum!
In the playback menu, you should have a menu option to lock/unlock images.
However, my guess is that you're trying to
erase the memory card and you should be
formatting it. Formatting will completely refresh the memory card and there should be no need to unlock individual locked images.
This article on the
difference between formatting and erasing a memory card should give you all the information you need.
http://www.digicamhelp.com/accessories/memory-cards/erasing-and-formatting-a-memory-card/Check your camera manual for specifics. If you have further questions, please don't hesitate to ask.