When you lock Sonar, this prevents the option to be disabled when Auto-protection is dis-abled on the client. Locking Download Insight does not prevent it from being dis-abled when an user selects to disable Auto-protection on the client by either clicking on Options in the client for Auto-protect and selecting to disable or right clicking on the client icon and Selecting to disable.
Locking either Sonar and Downloading Insight should prevent an user from disabling it on the client.