Setup and limitations

First you will need to setup which columns will be frozen/locked.This is done in colModel setting the property frozen:true. Below is a correct setup:

..
jQuery("#grid").jqGrid({
...
   colNames: ['Date', 'Client', 'Amount', 'Tax', 'Total', 'Closed', 'Shipped via', 'Notes'],
   colModel: [
         {name: 'name', index: 'name', width: 70, frozen:true },
         {name: 'invdate', index: 'invdate', width: 80, align: 'center', sorttype: 'date',
            formatter: 'date', formatoptions: {newformat: 'd-M-Y'}, datefmt: 'd-M-Y', frozen:true},
         {name: 'name', index: 'name', width: 70 },
         {name: 'amount', index: 'amount', width: 75, formatter: 'number', sorttype: 'number', align: 'right'},
         {name: 'tax', index: 'tax', width: 75, formatter: 'number', sorttype: 'number', align: 'right'},
         {name: 'total', index: 'total', width: 75, formatter: 'number', sorttype: 'number', align: 'right'},
         {name: 'closed', index: 'closed', width: 75, align: 'center', formatter: 'checkbox',
            edittype: 'checkbox', editoptions: {value: 'Yes:No', defaultValue: 'Yes'}},
         {name: 'ship_via', index: 'ship_via', width: 100, align: 'center', formatter: 'select',
            edittype: 'select', editoptions: {value: 'FE:FedEx;TN:TNT;IN:Intim', defaultValue: 'Intime'}},
         {name: 'note', index: 'note', width: 70, sortable: false}
    ],
    rowNum: 10,
    rowList: [5, 10, 20],
 ...
});

After this you will need to call the method which is responsible to do this:

jQuery("#grid").jqGrid('setFrozenColumns');

Note that the frozen property should be set one after other. If there is a missing frozen property in the sequence then the last position which meet this criteria will be used.

The below code will lock only the first column instead that you have set the third field to be frozen:

..
jQuery("#grid").jqGrid({
...
   colNames: ['Date', 'Client', 'Amount', 'Tax', 'Total', 'Closed', 'Shipped via', 'Notes'],
   colModel: [
         {name: 'name', index: 'name', width: 70, frozen:true },
         {name: 'invdate', index: 'invdate', width: 80, align: 'center', sorttype: 'date',
            formatter: 'date', formatoptions: {newformat: 'd-M-Y'}, datefmt: 'd-M-Y'},
         {name: 'name', index: 'name', width: 70, frozen:true},
         {name: 'amount', index: 'amount', width: 75, formatter: 'number', sorttype: 'number', align: 'right'},
         {name: 'tax', index: 'tax', width: 75, formatter: 'number', sorttype: 'number', align: 'right'},
         {name: 'total', index: 'total', width: 75, formatter: 'number', sorttype: 'number', align: 'right'},
         {name: 'closed', index: 'closed', width: 75, align: 'center', formatter: 'checkbox',
            edittype: 'checkbox', editoptions: {value: 'Yes:No', defaultValue: 'Yes'}},
         {name: 'ship_via', index: 'ship_via', width: 100, align: 'center', formatter: 'select',
            edittype: 'select', editoptions: {value: 'FE:FedEx;TN:TNT;IN:Intim', defaultValue: 'Intime'}},
         {name: 'note', index: 'note', width: 70, sortable: false}
    ],
    rowNum: 10,
    rowList: [5, 10, 20],
 ...
});
jQuery("#grid").jqGrid('setFrozenColumns');