Joomla allows for multiple people to edit the site content at the same time. With this comes a problem where if two people are editing the same item at the same time, the content can become Locked.
So, to protect from that, Joomla 'locks' an item once you check it out for edit. So, if you go to edit the Welcome message, no one else will be able to edit it till you are done.
Now, here's the important part of this. You MUST use the Save or Close buttons on the screen. You CANNOT use the browsers back button. If you just use the back button, Joomla doesn't know you were done with it, so it leaves it locked from any future editing (even by you). Click the Save/Close buttons tells Joomla you are done.
This is old (2006) and is related to previous versions of Joomla. Joomla 1.5 does not have this lock issue [it checks in items after a certain period of time if you forget.]