Why can't I open any partition other than windows on my mac?

To bring up the startup manager you're supposed to press alt/option, not control. Nevertheless, the lock and password suggests there is a firmware password on the system. Its purpose is to prevent unauthorized changes to the startup disk.

Is this computer secondhand, otherwise previously owned? You can try contacting the previous owner and see if they can remove it for you. Alternatively, on certain older systems you could change the RAM footprint (pull a module) and reset NVRAM to clear a firmware password. If that doesn't work, it can only be cleared by an Apple Authorized Service Provider.

Thinking of possibilities that may not require removing the firmware password, do you recall finishing the Boot Camp setup by installing the drivers and the Boot Camp control panel? If so, there should be a way to choose the startup disk and restart in Mac OS X without needing to enter the firmware password.