Can't select USB drive - it says the disk is locked. I unlock it and start over but...

That doesn't make much sense. It shouldn't need to write to the disk when you are booting from it.

Is it directly connected to the Mac, or is it in a Hub? If in a Hub, try direct connect (or adaptor if needed)

Where are you trying to select it?

You should just boot from it by holding down the Option key and selecting it from the list.