The padlock occurs next to players who have started in your lineups once their games have started. It shows that a player on your team is locked into your actual starting lineup. This DOES NOT reflect whether or not we had actually recommended that player, but just merely shows that you started him on your team.
In the example above, you'll notice James White is locked-in when using the Start/Sit Assistant. He can no longer be removed from the starting lineup this week. That is because his game already took place and he was in the user's starting lineup at game time.