The lock is normal. It means you network is secured and requires a password.
The password is case sensitive, enter it together, one of you watching the screen to make sure upper and lower case is correct. Make sure you are entering letter O or number 0
Have you connected mobile devices before?
Is your router a push to connect? (After pushing button you have 2 minutes to enter password and connect)
What happens after you enter password? Does it say, failure to join network?
What router and internet speed do you have?
I find a dual channel, 2.4 and 5 GHZ router connect well. Older single channel and 2.4 GHZ only are very poor at connecting to most mobile devices.