NOTE: This feature appears in version 5.0.0.0 and later. Earlier versions have different locking behavior, and should be upgraded.
If your HUD is set to submissive mode, a partner may lock your HUD while he is coupled with you. If he does so, it may not be detached in any context until the lock is broken. Further (if applicable), the female settings in the context in which he locked it can not be changed (i.e., the "Womb" configuration is disabled, as is the "Restore" function).
You can break the lock on a context by making it active, then choosing the UNLOCK option from the Context menu. Your HUD will IM the partner who locked it informing him that the lock has been broken. You may now delete the context should you choose to do so.
Region contexts have additional restrictions. If a region context is locked, your HUD will automatically choose that context when you enter the region (as usual), but you will be unable to change contexts while in that region. To unlock (and potentially delete) a locked region context, you must travel to another region, manually switch context to that region context, then select the UNLOCK option from the Context menu. Again, the partner who locked it will be notified.
If your HUD is locked, it can't be detached, thus preventing upgrades simply by attaching a new HUD. If you have received an upgrade, you can rez it nearby (within 10m). If your HUD detects the new HUD and determines that it's a newer version, the new HUD will request attach permission. If you grant it, your current HUD will detach and the HUD you rezzed nearby will automatically attach to the same position as your old HUD. It will, of course, automatically lock after it downloads your configuration.
If you fail to respond affirmatively to the request for permission to attach, just take the new HUD back into your inventory, wait a few moments, then rez it again.