Select files you want to protect, right-click selection and choose Toggle Protect option.
If selected clipboard file is not protected, Toggle Protect will mark clipboard file as protected (added a lock icon). If selected clipboard file is already protected, Toggle Protect will turn off protection.
Deleting Protected Clipboard Files
If you want to delete a protected clipboard file, you should toggle protection off before trying to delete, or hold the Shift key when selecting the command to force a deletion.