Temporary files are being created by the program, they should be removed automatically when the program is finished using them. I'm not familiar with the software, but, if something like, if the fax fails to go through, and the program doesn't go back and remove the file, it could be left in a locked state. Only the people at efax themselves can tell you if this is what is actually happening.

If you want to remove these temporary files you can go into a terminal, log in as root:
su <enter>
<enter password> <enter>
migrate to /var/lock/ by typing:
cd /var/lock/ <enter>
Do a dir to see whats there:
dir <enter>
Then remove the file with:
rm TMP*
If there is more than one TMP file, the asterisk will remove them all.

My /var/lock/ folder has no TMP files in it, just 4 folders, so you should be safe deleting all the TMP files.

I would assume that the program should give you the option of saving whatever files you want to fax, so they're not just stored temporarily. This way, in case a fax bombs, you have a copy to try again. Like I said, I'm not familiar with the software, so, I'm just assuming, and it makes sense that they would offer that option.

I'm surprised that efax doesn't have a forum or a FAQ to look up things like this. How do you create the fax? Is it in a format that can be converted to their efx format? Did the error happen after a previous fax didn't complete properly? Did you exit the program before a fax was completed? Did everything work ok and the error popped up the next time you wanted to use it?
If removing the TMP file doesn't help. or, the error comes up again after you cleared the TMP file(s) maybe you can explain in detail what was going on before the error came up. The error alone doesn't give us much to go on.

Well, what I can tell you, I "lock" state means you have a process running and you are trying to run the same process when the previous one is still active. Whatever is running, stop it, and try again.

That maybe a permanent lock. Save your work if you can, shutdown the program and restart the machine. Once booted, try again.