Lock Icon on User Name in Windows Explorer

I have completed a fresh install of Win 7 Pro 64bit on a Dell 740 MT desktop AMD 9600b Quad CPU 4gb ram 2tb HD. I just completed Win updates and installed IE 10. The only other programs on the computer are Avast free 2014.9.0.2018 and Netgear Genie for WNA1100 USB wireless internet connection. I have a 8gb USB thumb drive in a USB slot being used as ReadyBoost. The keyboard is a Logitech K270 and the mouse is a M185. The display is a HP f1905.
After all the updates were installed I opened Win Explorer and found a LOCK type icon over the only user name in the tree diaplay. Can anyone tell me what this is or why it is in place? Just prior to opening WE I got a message that Windows 7 Firewall was turned off. After trying to turn it back on which failed the message stated to install another firewall.
I started working with Windows starting with 95 but those messages do not feel right. This is my 1st time with Win 7 is this something new?
I just got this desktop a few weeks ago w/ a 250gb HD and Win 7 Pro installed but with a unmarked reinstall disk. I got a new full version of Win 7 Pro from Dell with install disk, key, and COA so I know it would be a correct install and the install went great.
The reason for this change of HD and install was IE 10 & WE closing at times w/o reason, files being locked, the lock icons, and unknow history of the OS. The 250gb HD was removed and is not in the desktop at the time of install.
I'm at a lost at this time and would like a path to follow from here. If this is not the correct place to post this question please advise where I need to repost.
Thanks for your time.
Respectfully,
Terry

By itself, the lock icon means that the file/folder is "not shared", as Slartybart said. That relates to permissions, it's a quick indication that only one user has access to those files, while all others can't access (users besides administrators).
In the profiles folder, that's absolutely normal. The home directories for each user are by default only accesible to the owner of the profile, while anyone else are denied permissions (for making one profile private). That permission scheme is standard for NT-based systems (and even non-Windows do something like that). The only new about Win7 is the icon itself as a quick indication, but XP/2000 also have the very same behavior.
The very same icon can appear on any other folder if the permissions are modified appropriately.

Gentlemen,
You are correct it was a permission problem. On install Win 7 Pro had asked me if I wanted to setup a group network and that was completed. I never checked WE as I wanted to get virus and outer protections in place before starting any downloads. I open the property tab on the only user and the group network and added permissions to both to use the network. At that time I checked and the lock icon was gone. I don't recall setting up any group networks in the past when I used Win 95, 98SE, or XP Pro but I'm older now. I get into a room and wonder why I'm there, O' Well. I have always used a router and mapped the hard drives of my computers to each other to move files. I will need to do some reading on this OS.
Firewall: Just before writing this the virus scans have been completed including the one on board and the one I use after pulling the HD and connecting to another computer as a 2nd HD so none of the files are in use. The drive came up clean. I reinstalled the 2TB back into the 740 then checked the Win Firewall and it was turned on and reported working.
The free Avast program has no firewall with it but with the paid program you get their firewall. I do not know how well it works as I have not used it. The Avast free I have been using for sometime now and it works well.
I want to thank all for your help. I know all of you have busy days and I thank you for spending part of the time on my problems. I'm new with Windows 7 Pro and I can see questions coming later on as I replace the four computers I have that run Win XP. My wife has been working on family histories for 44 years so any little thing with one of the computers gets her no edge. I work for lawyers on auto accidents telling them and the courts how they took place and who caused them and I can be on edge myself.
I was a police officer for 30 years in St. Louis County, MO. and ran their traffic unit for 25. myself and five of my people worked 1600 accidents each of those years. I can still see then when I sleep. I can't help much about Win 7 but if you have traffic enforcement questions sent me a personal note and I will give you as much information as I can.
Respectfully,
Terry

I never have and I don't fix tickets but you have a right to remain silent.................
Terry