White balance is determined, so it is locked by nature (except if you put it on Auto). Do you mean Exposure Lock ? In this case, you want the AE lock button ?
I have white balance set to auto, but I don't want to change from shot to shot. Can I lock it after the first exposure?
you can set the white balance with a custom white balance and white card, or you can choose the white balance level by eye using white balance temperature scale. If you uses either. The white balance will be the same for all shots. In auto it will change from shot to shot.
If you shoot in RAW (or JPEG+RAW), you can change the white balance post-shot with the RAW image, either directly in the camera or post-process with your software of choice...
