You can lock the device, but i do not know of a way to lock certain files or pics. You can however, HIDE them.
To hide a Picture (or any Media file), in MEDIA, while the pic is selected, BB Button > Properties, check Hidden. (note: selecting "hide" from the menu does NOT hide the file)
To View hidden files, In MEDIA, BB Button > Explore, navigate to any location where an Folder or files is hidden, BB Button > Show Hidden.
Not sure if that will work for documents (as opposed to Media files).