How to lock a staple gun?
I have a few different staple guns - I don't think any have that handle lock.  One has a metal loop that hooks up to hold the hand down.  I think this is more to keep it in a smaller shape then prevent it from being used.  

It wouldn't make sense to have to remove the staples just to lock the handle.  

From the image I'd just pull the handle down to what it is level with the rest of the stapler (not fully engaged such that a staple is fired) and then pull away from the nose as indicated.  It is probably just a matter of playing with it until you get the handle into the correct position such that is can move away from the nose and lock.  I have pex crimpers that have a similar feature to open the jaws and it took a while to figure those out.