How do I lock a servo motor?
A normale servo will stay in position when:


It's powered up (with enough current)
You are feeding the control signal into it.


And


It's rated for the amount of force applied.


Based on your comments, it seems that it's not a regular servo or could be faulty.
I couldn't find the datasheet for your servo, so I can't tell if it's normal behavior, though it seems unlikely. (Servo's aren't made to bounce around)

Edit:
It doesn't really make sense that it could be easily rotated by touching it, that would also mean that it can't lift anything? I would suggest trying another servo.