Hello all. I've noticed some guys write the unlock bit to their uC before setting fuses and stuff and then they write the locking bit.
And Arduino has lock and unlock bits values for each board on boards.txt.
About me, Ive never messed with them nor have I had any problem. I've burnt Arduino bootloader (atmega168) with IDE and with avrdude commands, Ive changed fuses to already bootloaded chips using avrdude without setting lock bits and never had a complain.