Disk Image doesn't have "Lock" capabilities?

I have a Disk Image that I've password protected, but have come to find out that even though somebody might not be able to get into it, they can still put it in the trash and delete it.

I've read some forums and everybody keeps saying, "Do a Cmd+I and select 'Locked' and that will prevent it from being deleted."

When I do a Cmd+I on the Disk Image, there is no "Locked" option, only "Shared".
There is a "Locked" option on the .sparseimage when I do a Cmd+I on that...however, after I "Locked" it, I tried deleting it and the computer was perfectly happy to let me delete it...which kind of goes against the purpose of locking it in the first place.

So, what am I missing?

I want to make this Disk Image un-delete-able unless I "Unlock" it or provide a password to delete it.

Any suggestions?

Thanks,

J.