Domain transfer locking, sometimes referred to as a "registrar lock" or "theft protection", means that the domain registry will automatically reject any requests to transfer your domain away by unauthorised people.
Technically, this is usually done by applying the clientTransferProhibited or serverTransferProhibited status on the domain name.
You can enable the Transfer Lock through the allthe.domains client area where you manage your domain.
If you're unsure where to find it or have further questions, please get in touch.