What does the security lock mean?

The security lock indicates that the page you see has a security certificate. The main rule you should use is:
IMPORTANT RULE: enter personal and confidential information only when you see the valid security symbol near CallingID site name and a verified site.

The description of each security lock symbol is:

(valid security lock symbol) means that the web page has a good certificate. It means that if the site is verified, the security level of the site enables sending private information.
(invalid security lock symbol) means that a problematic certificate is used.

You should not send private information to a web page unless it is verified and has a valid security lock.