first you have to prepare is flash tools, just as you do flashing rom using flashtools,
because the file is used in ftf format,
download Re-lock Bootloader Neo L here
place the file that was downloaded earlier into folder flash tools / firmwares,
The first open flash tools,
1. connect the phone to flash mode,
2. then select the flash mode,
3. select file that you download,
4. please wait...
or other software you can using SE Bootloader_Unlocking_Relocking software in posted that I gave in How to Unlock Xperia Neo L, you can use it.
1. just open SE Bootloader_Unlocking_Relocking
2. connect your phone to flash mode
2. double click on select IMG or SIN file to flash,
3. checklist on Relock BL
4. then press flash
for check your status bootloader *#*#7378423#*#*
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