i will show you exactly what you need to do to when you get a message to unlock your mobile device when you get this error message on your windows mobile center 
i just started using my cell phone to connect to my computer, but today when i tried to sync my computer with my mobile phone, it got an error message that says:
you device is currently locked. to connect to or synchronize with this PC, please authenticate on your device.
ok, so this is how you fix it.
if you look at your mobile device when you get this error you might have a message that says:
please enter your credentials to begin desktop synchronization
enter a number: for example: 1234 then click on 'unlock' on your device. then you will start to see your computer start to install some drivers. once its done, you should be able to browse to your files in your cellphone
i would like to write more tutorials like this one. but can you please tell me what kind of phone and computer you have so i can write for those computers.
for example, mine is:
cellphone: sumsung blackjack
computer: hp pavilion