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');

It is possible to destroy the frozenColumns in the grid using the method destroyFrozenColumns. This method restores the grid configuration before calling the setupFrozenColums

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

It is possible to change the frozen columns dynamically. In this case it is needed to call first destroyFrozenColumns method setup new frozen proerties and call again setFrozenColumns.

Below example tell how to do this, making the invdate column frozen:

jQuery("#mybutton").click(function(){
   jQuery("#grid")
   .jqGrid('destroyFrozenColumns');
   .jqGrid("setColProp","invdate", {frozen:true});
   .jqGrid('setFrozenColumns');
});