What does the padlock next to a song mean?
If you see a padlock next to a song, it means that the song has Digital Rights Management (DRM) on it and that it cannot be burned. In order to burn it, you may be able to purchase the rights from the place, service or website you got the song. Usually, it costs from 70 to 99 cents per song.
*NOTE* This feature has been discontinued in version 4.