Several people want to be able to lock their projects so that they are read-only, and other people can't see the code to copy their scripts, sounds, or artwork. However, the motto of Scratch is "Imagine - Program - Share". By putting a project on the site, you give anyone who sees it the right to see your code, all data in it, and potentially copy it. Part of the whole goal of Scratch is remixing. If you do not wish to allow this, then you are welcome to publish the project on your own site (once the downloadable Scratch 2.0 comes out).