Supposedly you can tie up the shares so they can't be loaned by putting a good till canceled SELL on them -- for instance, at 50 or 100 a share, as high as your broker lets you go. That's SUPPOSED to tie them up so they can't be loaned. However, that doesn't stop some brokers from loaning them anyway, and of course there is always the whole naked short thing, where the brokers don't even bother to try to borrow real shares.