While editing various parameters in the TD-30, any pad you hit will be selected within that menu. The Trigger Lock feature "locks" the selected pad and prevents other pads that may be hit from being selected. For example, this can be convenient if you're editing a snare instrument, but you then want to play the other pads to hear how they sound with the new edited snare parameters that you have adjusted. Even though you have hit the other pads, the snare pad will remain as the selected pad for editing.
To activate the Trigger Lock, simply press the LOCK button so it is lit (red). To disable it, press it again so it is unlit.