When viewing data on the map, you can zoom in and out to see the data at larger or smaller geographies; LSOA, MSOA, Ward or LA. You can lock the geographic level that you're viewing data at; so for example you could zoom in to MSOA level, turn on the lock then zoom out and data would still be displayed at MSOA level.
Click the lock in the Info box to toggle it on and off. When it's red and closed, the geographic level you're viewing data at won't change when you zoom. When it's green and open, you can zoom in and out to view data at different geographic levels.