Exactly, you tell them they cannot use any shares of any securities in your account to loan against. They will probably ask you to submit via email or fax (at least TDA did) and they will email you conformation that your account has been blocked for loaning shares.
But setting GTC orders is a myth, the only way to block loaning is by the above method. But it still does NOT block against NSS.
Now can we please move on, this discussion has drug on way to long and is pointless.