Some security solutions like Spybot - Search & Destroy, StopZilla and ZoneAlarm have a feature to "lock" the hosts file. We suggest that you look at the background running programs, especially security utilities such as antivirus, antispyware etc.. and look for an option to disable this feature.
For StopZilla: You need to go into the advanced options there you will find three tabs. General, options, and support. On the options tab near the bottom you will find a Misc. section. There in that section, you will find a check box for protecting the "Hosts" file.
