There are typically 4 reasons why you can't lock a return:

1. It's in REP Lock (right click, select REMOVE REP LOCK, click yes, try again.

2. You may need to recalculate first 

3. Antivirus interference (suspend real time scanning OR configure AV to exclude Lacerte)

4. Repair your client database (CLPACK- there's an article for step by step on this)