Every time you call method Lock() object becomes unavailable until you call this method (the threads which access locked object are stopped until unlocking). That's why it is extremely important to call this method when you finished working with the object.
Note
All Graphics Mill for .NET method and properties already uses Lock()/Unlock() methods to provide thread safety. You need call these methods manually only if you manipulate the objects manually, or if you inherit your own class from ILockable interface.