Well show you how to get rid of that icon without over-sharing it.
If this isnt your intention, then its an eyesore.
Right-choose the folder with the lock icon and select Properties.
Switch to the Security tab, and then press the Edit… button.
A list of groups and users that have access to the folder appears.
Missing from the list will be the Users group.
nudge the Add… button.
poke the Check Names button.
Users will change to the location of the Users group on your particular computer.
In our case, this is PHOENIX\Users (PHOENIX is the name of our test machine).
The Users group should now appear in the list of Groups and Users with access to the folder.
Click OK.
Keep clicking OK until youre back at the Explorer window.
You should now see that the lock icon is gone from your folder!
Fortunately, the fix is quick and easy, and does not compromise the security of the folder!