Do the following sequence:

Menu > Settings >SELECT > Security >SELECT > Lock Application > SELECT

Scroll up or down to Locked > Select.

Screen gives you confirmation that change has been made to locked.
Now, any time you want to change ring tones, you'll have to enter the
phone's unlock code first.  

One caveat to that...  If the flip is open, you can you the up/down
buttons on the side of the phone to change volume up and down.  When
you change volume down far enough, the phone switches to vibrate mode.

BD