Locked files in OSX can't be removed with the traditional rm. The Finder does offer a "Lock" checkbox, however this is very inconvenient to use on a large number of files.
In the Terminal it's possible to identify the locked files with the following command:
find . -type f -flags +uchg
uchg flag comes from chflags and represents the "user immutable" flag, which corresponds to the
SetFlags -a (l|L) option.