Right click on the item and choose "pin to start menu" or something like that (I don't have an English version of Windows, so I can't tell the exact wording used).
Easy. Easy to find also, once you know the right term. It's pinning, not locking.
Hi all, there is a function "Store and display recently open programs in the Start menu", can i just lock 3 icons (permanent display at the lower part) and leave the rest to act as "recently open"?