The lock means it's not published. There's a little checkbox when you upload a save, which lets you choose whether or not your new save will be published.
You can give people links to the save (or the save ID), but the save is hidden from the public listings. Also, the save can't appear on the front page.
Most of them you probably forgot to publish it originally. For information on how to publish saves, click on the "Publishing Info" button in the save upload screen (well, once you go there all you have to do is check the "Publish" checkbox and resave.