Looks like all the Nuvi series and all but the bottom of the line Streetpilot series have the security lock.
To set it, enter your PIN for the security lock. Setting your security location lets say your using your home as your security location, set it after you establish your PIN.
Everytime you start up your GPS you have to enter your pin, unless you are at your security location. Should you forget your PIN drive back to your selected security location and the GPS will automatically unlock. If you forget your PIN and your security location then you havre to send the unit back to Garmin.
http://www8.garmin.com/manuals/Nuvi350_OwnersManual.pdf Go to page 6 of the manual and it explains it a lot better than I just did.