The "lock" was removed. If you notice to the left of the address bar on this site you will see "mozilla.org", if you mouse over it you will see "Verified by Geotrust, Inc." And if you click on it you will see "More information".

If you want the traditional padlock back, install this addon:

https://addons.mozilla.org/en-US/firefox/addon/padlock-icon/

In Firefox 4 and later you no longer have the Status bar that showed the padlock in previous Firefox versions.
The padlock only shows that there is a secure connection and doesn't guarantee that you are connected to the right server.
So you might still be connected to the wrong server if you make a typo in the URL and someone has claimed that mistyped URL.
The functionality of the padlock has been replaced by the How do I tell if my connection to a website is secure? on the left end of the location bar.

See also:

• http://www.dria.org/wordpress/archives/2008/05/06/635/
• https://support.mozilla.org/kb/Site+Identity+Button
• http://www.mozilla.com/en-US/firefox/security/ident