Did you read the tutorial on girl's status in the game itself? It pops up the first time you talk with Mona during the tutorial section. The lock means you can't get this level of affection in the current version of the game. Otherwise, you increase her affection by spending time with her.
MGS is still very early in the development and I add new content with each update, including new affection levels for the girls. That's why I use different icons in the diary - to avoid confusion about what can players get in the current version of the game.
