On most cameras, when you half press and hold the shutter button the camera locks both the focus and the exposure. Nikon DSLRs, are different, though – half-pressing and holding the shutter button only locks the focus, and the exposure will still change and adapt if you change the framing of the picture. To lock both focus and exposure, hold down this AE-L/AF-L button.
If this doesn’t suit you, you can change the behaviour of this button so that it locks either the focus or exposure but not both. You can even set it up so that it activates the autofocus system (not the shutter release) for the so-called ‘back button’ focusing preferred by many pro photographers.