And the Lock icon on your status bar has nothing to do with GraviBoard. It is your orientation lock.
Double tap the home button while at springboard (home screen), then swipe right to the iPod controls, then tap, the gray icon on the left. The status bar icon will go away, and will reappear when you lock your orientation again.
What that button does is stop your device from going into landscape mode, When it is not on your screen will rotate accordingly to position your phone is in, if the app you in supports landscape that is. Not all of them do.