Locked Symbol Against Sounds Items

I have been trying out the different sounds available in the Multimedia
folder of my V3 phone as this is my first Motorola phone, but I have
noticed that after I played each sound (ie Alert, Bells, Bits & Bytes,
etc.), there is a little "locked" symbol appearing against each item
that I have played. Those sounds that I have not played yet, do not
have this "locked" symbol.

What does this "locked" symbol mean? Have I accidentally pressed a
wrong key to get this symbol? Can I reset this to back "unlock"?

Thanks in advance ...