The only way to stop them from lending out your shares are to have your stock certificates physically in your possession. This of course costs money and is an inconvenience to most people. At least this is what I have been taught.
I just talked to Avanza. Swedish shares held at Avanza or NordNet can NOT be used for shorting. So that takes away about 60% of the shares. So if our friends in the US could lock their shares we could make it a harder for the shorters.
Don´t think it really matters cause if they want´s to there is possibilities with the same malpractice anyhow, I know that Traderfan has a lot of knowledge in that area on U.S shorting against the account owners will, in this particular company the recently added 100% shares (60mil) Will do a lot more damage than these shares ever could but its serious things so its definitely good to be aware of for the sake of other investments into the future...