Currently, there is no way to use Gnome panel applets in Unity. The only panel applets that work are indicator applets.
You can use another indicator applet called "Indicator-Keylock" To install it, type the following two commands into your terminal:
sudo add-apt-repository ppa:tsbarnes/indicator-keylock
sudo apt-get update && sudo apt-get install indicator-keylock
Then simply run the application and that should do it.
If you want a certain type of icon, you can install one of these three to match their respective themes:
sudo apt-get install indicator-keylock-ubuntu-mono
sudo apt-get install indicator-keylock-humanity
sudo apt-get install indicator-keylock-elementary