In order to unlock a filter, you need to right-click on the filter. There is handy help text to remind you how to lock\unlock, however, it gets in the way. The screenshot shows the help text, as you move your cursor down to click the unlock radio button, the help text will appear to go away (or it will flash very quickly) but never really gets out the way, making it impossible to click the radio button to unlock the report.
UPDATED - my original workaround was incorrect. It has been a few weeks since I have dealt with this so I don't know what I have done in the past. My work today was to just create a new report so I could set the proper filters and then lock them. I really like this feature so that others do not get confused and change the filters when reports are showing very specific details but I might stop using it until I can go back to easily locking\unlocking as an admin.
Thanks for letting us know about this issue, Melanie. We're creating a feature now to prevent the tooltip from covering the controls. We will keep this idea updated as we make progress on the fix.