The following is from dailyhalacha.com. They send an email a day this is from about 2 weeks ago:
Description: Interlocking the Fingers of the Right Hand with the Fingers of the Left Hand
The Sefer Hazechira mentions that those who are accustomed to interlocking their fingers run the risk of experiencing extreme anxiety, Heaven forbid.
There are many warnings of this kind that we hear as children, and many people are unable to distinguish between those that stem from folklore and superstition, and those which have a clear basis in Jewish tradition. When it comes to interlocking fingers, this is a well-documented warning that originates already from the Zohar and the teachings of the Arizal.
Summary: According to Kabbalistic tradition, one should not merge his hands together such that the fingers of the two hands interlock. According to some sources, one should also refrain from placing his hands behind his back.