How do I put my 09 Suzuki SX4 AWD in lock position ?

In addition to Don's comments above, here is a little more information. The 'lock' feature manually engages the all-wheel drive at low speeds only (less than 50 kmh, or 30 mph). It is intended for use in situations like deep snow which you need to drive through at low, preferably steady speeds, where extra torque to the wheels is required. Most of the time, I just leave mine set to 'Auto', which as Don says engages the all-wheel drive only when the onboard computer detects one or more wheels starting to slip on the road. Once control is regained this will automatically revert to front-wheel drive only. This is a great feature! I suggest driving with this switch in 'Auto' all the time. It will not adversely affect your gas milage, unless you are driving agressively on slippery roads a lot.
Jeff - 2008 Suzuki SX4 AWD owner.

You have a switch down by the shifter, on the side. You simply toggle the switch to lock position. You don't what to do that on dry pavement. Just put the switch in auto. The computer will engage and disenage when needed. Don Suzuki guy