how do I lock my Apple ID? I entered Apple ID to my iPhone 5 which "Find my iPhone" button was on and someone changed the password. Now every second I use the phone they ask me to sign in to iCloud. 

How can I remove this ID and unlock my iPhone?
The following official Apple article may be of help here: Find My iPhone Activation Lock


In short, try to reset the password using the appropriate links inside that article.  In the event that someone highjacked your iCloud account you used to enable Find My iPhone with and you cannot reset the password, you need to contact Apple to get this feature unlocked.

Before you do, please have the proof of purchase available, because that is what they most-likely ask you to send in.  As sad as it sounds, but this procedure (calling Apple to unlock the device) typically takes about 2+ business days to complete.