What type of lock do you have?
One like this? http://www.ninjalane.com/imgviewer.aspx?img=evga_x58_le/pcie_configuration.jpg
Or like this?http://www.guru3d.com/imageview.php?image=23674
If it's the first one, press the clip down into the slot, with your hand coming from the right.
If it's the second type, push the clip down into the motherboard, try to fit your finger and push it down a bit.
If it's neither of them, well I wouldn't really know sorry.
Otherwise it doesn't make much difference, the card is mainly secured by the screws attatched to the expansion slot as Maziar said.