Locking the fold is easy, and can be done in several places depending on the fold style of the stroller.
Essentially, what you need to do is look CAREFULLY at your stroller as you are folding it. Note the major places where two pieces of metal must pass closely against one another in order for it to fold. To stop the fold, you need to place some kind of thick barrier in one of these spots, keeping the two pieces of the joint apart. With my older Mac, I did it by placing a long-hasp padlock across two of the flat bars at the back level with the top of the basket. I locked it across one of the horizontal top pieces and one of the diagonal pieces. That was an easy-to-reach spot, but if the diagonal bars cannot rotate downward there, the stroller won't fold.
Generally speaking, a longer-hasp padlock is the best thing to use for this method, but a cable would work, too. However, if the cable is thin you would probably want to wrap it a couple of times around the joint, otherwise someone might be able to fold it partway -- just enough to manage to break it before they figured out that it was locked.
PS: Nowadays Macs are very common at WDW; I started doing this 12 years ago when they were unusual in the US. While I do put a distinctive marker on my Techno to prevent mistaken identity (a big fluff of hologram curling ribbon around one handle), I don't always bother to lock it in the parks these days. Downtown Disney is a different story; I always lock it there if I leave it outside a restaurant.
PPS: I find that the curling ribbon is a good mistaken-identity marker because you can't help but feel it if you are pushing the stroller; it sticks to your hand unless you put your hand underneath it deliberately. It also glints brightly in the sun, making it easy to find the stroller when it is parked in a large stroller parking area.