I had encounter several times that when using MaxOS X Lion, when I try to unlock system preferences (usually for setting user access, privacy settings, etc) - the unlock icon does not respond - does nothing.

Well - google-ing all over - I found my solution. Just open terminal and type the following 2 commands:

rm -rf ~/Library/Preferences/com.apple.HIToolbox.plist
sudo killall -9 securityd

Enjoy~