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 ABSOLUTELY WORKS!!! The MMs cannot 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...however, they can be more tightly constricted with locking your shares.
The non-sense I hear on this board makes me want to stab a gummy bear in the face.