You would do this under accounts and priveleges by setting the edit privileges of the RECORD to a calculation of IsEmpty(YourField).
Note that you cannot do this by FIELD, only by RECORD. One way to parse this a little bit finer is to put the field(s) you want to protect into a one-to-one related table (so the field is on its own record) and then protect that record using the IsEmpty.
One weakness of locking a field based on it having a value is that if the data entry person knows they made a typo...they cannot fix it once the record is committed. The manager then becomes overloaded with typo-fixing. Make sure this is a workable system for you before you go too far down this road. Sometimes it works well, sometimes not so much.
I share Ninja's reservations about how workable it is for people to not be able to update their own data entry.
You can also consider locking the record's entire contents 1 day, say, after it was created, allowing 24 hours to catch mistakes. But as Ninja says, it is at record level.
You could consider putting a 'Lock Record' field (a yes/no radio button) that only a manager has access to, and once it is clicked the record is locked. But then a manager has to review and lock the records. You could set that to 'Locked' automatically as soon as some nominated last field of data-entry is entered.