frightful I do not see the lock in your image. I found by hard experience that if I forget to lock the effect then my XP&GD application always quits responding if attempting further operations on the image.
The image below shows the effect is not locked in XP&GD. Pressing the lock makes is subtly appear to be pressed in. This is not necessary if using Photoshop for instance because Filter Forge was written for applications like Photoshop. There seems to be some kind of information that FF looks for that it cannot find with XP&GD even though FF does work, one just has to take an extra step.

Click image for larger version. 

Name:	lock.png 
Views:	499 
Size:	3.2 KB 
ID:	108970