Having a good buddy of mine who formerly worked for and owned his own investment banking firm, I can confirm setting sell orders for your stock does absoluetely NOTHING. The MMs can use and borrow against your shares anyway they see fit. They know this game better than anyone on this board and better than most people who trade and invest. Obviously... they MAKE the game what it is.
The non-sense I hear on this board makes me want to stab a gummy bear in the face.
Sorry, not mis-information. I contacted Fidelity on this very question. They said if you trade under a Margin account, you agree to allow MM's to "borrow" your shares. If you don't believe me, call your broker... However, for non-margin accounts, this may not have much of an effect.