that's a problem our team is going to be tackling in the very near future
One solution, which we used successfully in 2008, is to provide a small amount of power to the drive motor for the elevator to hold it in place. While this works, it stalls the motor, which is less than ideal (and may lead to a burned out motor!)
Another solution is to introduce enough friction into the system that it needs to be powered down. For example, using a gear box like the window motors have allows you to easily power the lift in either direction, but the screw can't be back driven, so the elevator won't come down on its own accord.
Yet another solution is some sort of independent braking system. A friction brake, like you see on most bicycles, could be made to work fairly simply. Likewise, boat winches often have ratcheting action that can be turned on and off, or set for forwards or reverse, and could be adapted to work.