Sometimes this happens to me.. This is what I do
Goto the layers pallet (usually on the lower right side)
and double click the layer that is locked. A little box pops up.. just hit enter and it will unlock it.
Also you can always just hit Control J to make a duplicate layer and then trash the locked layer...
If this doesn't work let me know and I will help you further
on the combine picture part of your question are you asking how to merge layers?? If that is what you mean then just go to the top and click layers... near the bottom will be all kinds of options like merge down, merge visible layers and merge all layers.. something like that. If you are talking about something else let me know.
Hope that helps