Pentax K-R Operating Manual page 29

You can protect images from being accidentally deleted.
Even protected images are deleted if the inserted SD Memory Card is
formatted:
1
2
3
Press the four-way controller (•) in Playback mode.
The playback mode palette appears.
Use the four-way controller (• • 4 • ) to select
O-n (Protect) and press the
OK
button.
The screen to select the protection setting method is displayed.
Use the four-way controller
(• •) to select [Single Image]
and press the OK button.
4
Use the four-way controller ( < • ) to select an image to
protect.
Press the four-way controller (•)
to select [Protect].
Select [Unprotect] to cancel the
protection of the image.