I have a pentax optio E40 camera. The screen reads card locked and I cant get it open

You can do that by two methods.

1. Memory Media
The E40 accepts SD and SDHC memory cards and has approximately 10MB of internal storage.

Insert the memory into your laptop SD card slot.
You may not need a SD Card carrier as the SD type for both Camera and laptop is same.

2. Connectivity
There is a USB/AV connector on the side of the camera as well as a dock connector on the bottom of the camera.

Pentax Optio E40 Review DigitalCameraReview

Look at your memory card. SD and SDHC cards have a slide switch along one edge. The position farthest from the metal contacts locks the card, protecting it from writes. The position nearest the contacts unlocks the card.
If this doesn't do it, try another card.
If that doesn't do it, append a comment to this thread and we can go on from there.

The instructions are on the CD Rom that came with your camera.

Alternatively here is a link to the step by step instructions from Pentax

http://www.pentax.jp/english/support/man-pdf/optio-e40_pc.pdf

Follow the instructions in the "Formatting an SD Memory Card or the Built-in Memory" section beginning on page 131 of the manual.

The specifications in the manual state that you can use SDHC cards.

Yes, you can use SDHC cards.

Use a card reader.

the sd card has a lock on it, switch it in the up position. this will take it out of lock. good luck

The Best solution is to get an SD card reader. Then you take the SD memory card out of the camera, put the SD card into the reader and plug directy into a USB port.  They are very cheap to buy and quite handy.

The built-in memory only has about 8 pictures or so. You have to buy a memory card to insert in the same section where the batteries are inserted.