1: You cant parent (or lock as you call it) a body part to an object. What you can do is lock the hands (or feet) position in space (actually to be technically correct you are locking it relitive to the position of the BODY actor). From the Figure menu, select Inverse Kinematics, put a tick (U.S.=check) next to the Right Arm and or Left Arm, now if you move anything except the BODY, the hands will try to remain where they are.

2: It cant be done (not that I have ever heard of any way), but you can parent the sword to one hand, then it will follow the motion of that hand.

3: Same answer as #2