All you do is to phone your broker and put an order in saying that you wish to place your shares for sale at, for arguments sake, double today’s price. As they are 'on order' they cannot be lent out by your broker and in turn you are reducing the amount of 'free shares' out there that can be used for shorting purposes.
That's bs. Just more Message Board Mythology about shorting. If you don't want your shares lent out, get a cash account. Simple.