The Clip Sport has ha key lock feature since firmware 1.17. Just press and hold the back button for 2 seconds to enable key lock. Press and hold the back button again for 2 seconds to disable it. If nothing happens, verify that you have firmware 1.17 or higher installed by selecting “Settings” – “System settings” – “Info” in the menu. If it says “Version 1.09” upgrade to the latest firmware (version 1.22).
If you have a Clip+, key lock is engaged by pressing-and-holding the home button once.
To unlock the player, press-and-hold the home button until an “Unlocked” message appears.