The source of a problem can be as follows: when you choose 'protect e-mail links' or 'protect all links' methods, TagsLock Pro skips the blocks of HTML-code, defined in 'Tags to skip' page. Now, most of the problems are buried here.
Remove pairs of tags that can cause problems. Webmasters often make bold links while one of the default tags-to-skip in TagsLock Pro is <STRONG>! You should either keep it in mind or delete those tags from 'tags to skip list'