It is in the owners manual - it is changeable through the DIC (Drivers information center) and/or the radio.
Try this - can you change the display where the odometer is? There should be a button somewhere on your dash with an " i " on it. use this to toggle the Odometer display to get to where you can change settings. scroll thorough until you get to locks. If you have difficulty - get to a dealer - it only takes a couple of mnutes and they likely won't even charge.
Update - I checked my manual for a 2004 GMC - there should be a personalization button - It is square and has 3 lines on it. Push this to scroll through the options. use the select button (Arrow) to chage the options.