If you're talking about the lock icon on the 4x4 control buttons, those just mean that the center differential is locked in that mode. 4 hi unlocked (can drive on pavement without breaking anything), 4 hi center diff locked (only for offroad/loose surfaces like ice/snow/sand/etc), and 4 low center diff locked.
The way to tell if you have just a rear locker or front and rear is when looking at the pic of the stereo you'll see the 4x4 control buttons above it, on the right of that bar instead of seeing the single button for the traction control (car with skid marks), you'll either see a second button with a graphic of the driveline with an "x" in the rear axle (if you only have a rear locker) in addition to the traction control button, or if you have front and rear lockers, you'll have two buttons, one like the first and another that has the "x" on the front axle.
This thread has a post by 4speedfunk that has pics of the two setups:
http://www.hummer4x4offroad.com/forum/showthread.php?5511-Four-wheel-high-and-locked