Our awning unfurled in southern Colorado during a high cross wind. The arms were completely secure. So as others have mentioned, the locking mechanism just did not hold it in place. Locking the arms will NOT guarantee the awning will stay rolled up.
Last summer, I installed A&E slide toppers of the covered variety. They came with a positive stop to prevent just such a problem. Makes me wonder if the newer awnings might have this feature also.
It is totally passive. (You do not have to do anything to activate/deactivate it.)
An arm is clamped to the tube and rotates against a stop block attached to the side of the trailer if it tries to unfurl. Normal operation allows it to clear the stop as the awning moves out with the slide.
Here's a sort description and picture of it:
http://www.dometicusa.com/awnings.php?product=45