I have an n800. Yesterday, I managed to hit "Lock Device" instead of "Lock Touchscreen" and now it requires a lock code to unlock it. Either I changed the lock code months ago and forgot it or it isn't set to the default because I can't unlock it and apparently the only way around this is to send it to Nokia and pay them to unlock it (by flashing the whole thing - which means I lose anything that I have added since the last backup - great!).
Unfortunately, apparently the lock code is stored outside of the normal image so even doing a user-level OS flash won't wipe it out. I am going to try and see if it at least unlocks the device because I have found details of how to determine the lock code once you are on the device - but that doesn't help me right now.
I think this is simply a money-grab for Nokia since they designed the device such that it is easy to lock it without being able to unlock it except by knowing the code which you may have forgotten. This isn't going to stop theft as: 1. the thieves are unlikely to know whether the device is locked or not, 2. the thieves are unlikely to know that they would have to send it to Nokia to get the lock code removed, 3. Nokia isn't going to do any sort of check to ensure that they are the proper owner. In terms of protecting the data, well if you had to perform a user-level OS flash that would wipe out any data anyway (except on the SD cards - but a thief could put the SD card in a card reader and get the data off of it anyway).