I think that the lock option offers a little more functionality than just purely closing the internet connection. It enables you to close internet access from outside and from inside as well, to all but those programs that you have specifically set up to still have access to the internet (anti-virus updates, Zone Alarm updates for example). This is a great option which enables you to leave your system knowing that nothing can get access into or out of your machine unless you have specifically granted access to the program. Therefore, if you leave your machine powered up on a broadband connection it will be secure but still allow your regular updates to run unhindered.