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The first lock is to ensure that only one gconfd is running. The second lock is to ensure only one program accesses the XML config source at a time.
If you have an NFS-mounted home directory, you must be running an rpc.statd/rpc.lockd setup on both NFS client and NFS server, so that file locking works. On Red Hat Linux, this means the "nfslock" service must be running. Enable it permanently with the chkconfig tool - see its manual page. Turn it on or off at any given time with service nfslock start or service nfslock stop. You must be root to do this.
If the kernel crashes (or the power cord gets pulled) on an NFS client machine, theoretically when you reboot the client machine it will notify the NFS server that it has rebooted and all previously-held locks should be released. However, many operating systems including Red Hat Linux 7.2 do not properly do this; so you will have stale locks after a crash. If no gconfd is running, these locks may safely be removed. If gconfd is running though, DO NOT remove them; if you have two gconfd processes for a single user, bad things may happen to that user's preferences once in a while.
See also the next question.
How do I use chkconfig to set nfslocks permanently on in the normal run level?
chkconfig --list nfslock gives:
0 off 1off 2 off 3 off 4 on 5 on 6 off
What do I edit and where?