If you right click on the movable object, and select properties-relations tab, there you can set the movement to locked (must have builder running). Some theme designers leave them unlocked, I guess, so they can be moved if you want, others just don't bother to lock them.
Objects can be locked, but part of a movable group by parental or group relationships. Designers will usually establish these though.
If you know there are many objects you would like to set as locked, use the List view. Right click on the dxbuilder systray icon and select List objects. On the list, use Ctrl-Clicks to select all the objects you want to lock, then right click, properties. There you can set them all to locked at once.