Is it possible that i´m the one who has locked it without knowing..?

Well, you'd still have to be in the channel then, or you'd have to have a friend or a channel bot like L on it: once the last person leaves a channel, that channel will be deleted along with any modes set on it. So all in all, I think it's pretty unlikely that it was you..
Where is the "lock/key"-function..?
Once you've joined, double-click on the channel window - the mIRC Channel Central dialog should pop up, and there's a Key option there. Alternatively, you can use this command:
/mode #mychannel +k mykey