I think there's something more to it than just making your VI read only.
LabView is asking you if you want to save it because it thinks something has changed. If nothing has changed, the prompt doesn't appear. If something has changed, the prompt appears regardless of whether or not the VI is read only.
Does it ask you to save the VI when you run it from LabView? Click on Explain in the Save Changes dialog box to see why. If this prompt comes up every time you run a VI it's often because you moved the VI (or a sub-VI) outside of LabView or because the VI was saved in an older version of LabView and LabView converts it every time it loads it. In either of these two cases, if you save it once, the prompt goes away.
A VI is a file, either a .vi file or containe
d with a .LLB file. If all you want to do is make the VI read only, you can use Windows Explorer: browse to the file (.VI or .LLB), right-click on it, select Properties and select Read Only.