The eSATA cables are more rugged, and some manufacturers make regular SATA cables that clip into place, but I don't think there's an official locking SATA 2 cable.
Strictly speaking, what everyone calls SATA2 is not SATA2. SATA2 is not a technology level or release, it's a committee. What most people call SATA2 is just SATA at 3Gbps instead of 1.5Gbps.