The present invention provides a mechanism for a processor to write data to a cache or other fast memory, without also writing it to main memory. Further, the data is "locked" into the cache or other fast memory until it is loaded for use. Data remains in the locking cache until it is specifically overwritten under software control. The locking cache or other fast memory can be used as additional system memory. In an embodiment of the invention, the locking cache is one or more sets of ways, but not all of the sets or ways, of a multiple set associative cache.