Canon EOS Rebel T2i/550D Setting Up page 32

3. Press the Set button to protect the displayed image. A protection icon
denoted by a key appears above the thumbnail display and to the left of the
image number.
4. Press the left or right cross key to scroll to other images that you want to
protect, and then press the Set button to add protection to the images. If
you want to remove protection, scroll to a protected image, and then press the
Set button. Protection is removed and is indicated by the protection icon being
removed.
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Canon EOS Rebel T2i/550D Digital Field Guide