You will see this icon most often when sending a return that include both the Federal and the State return. There are a lot of states that require that the Federal return be in Accepted status before the State return is allowed to be e-filed. This is signified by the padlock symbol in the Send Returns window.
When you receive the Accepted acknowledgement from the IRS for your Federal return, the padlock symbol will disappear, and the State return will be sendable.
This information applies to all years of the UltimateTax software that can be E-filed.