When you receive your lock-in letter, you need to adjust your withholding to something the IRS will accept.
One way to do this is to put down a small number of allowances, even though you are entitled to a great many more.
You can also the IRS withholding tax calculator found at: http://www.irs.gov/individuals/article/0,,id=96196,00.html
Do send the IRS the sample letter on the website with your new number of allowances. See Response to IRS Lock-In Letter found on the W-4 Program Section of the PN website. If they accept the new calculation, they can cancel the lock-in letter.