There are two main ways to lock your differentials. You can fill it with heavy differential oil offered by Kyosho and some other manufacturers. Locking it like this will still alow the differential to slide some under extreme stress.
The other way to lock your differentials is to fill it with JB Weld. Step by step I will explain to you how to.
Step 1. Take your diff out of you car. Remove gears and clean it throughly. Make sure there is no grease in it what so ever. Clean all gears and inside.
Step 2. Mix your JB Weld solutions together and fill your diff. Make sure you have filled it as much as possible. Leave all gears in the diff and make sure it is clean of oils and grease. Screw diff screws back into diff to hold the halves together.
Step 3. Let it sit for 24-36 hours to make sure it cures to the best of its ability.
Step 4. Reassemble everything, take er' for a spin, and as always... have fun!
There are pros and cons of having a locked differential. It serves many purposes and if you are happy with the set up you have I wouldn't recomend locking your diff, but if you are an all out rock crawling fan like myself you might want to go ahead and lock it up.
As for pros there are quite a few, or basicly one big one. A locked diff comes in most handy when you are crawling and climbing. With both wheels spinning instead of just one, like a un-locked diff, you are getting alot more traction. This helps alot when you are climbing steep inclines. If you like wheelies you truck will like to pull those more often or willingly too.
As for the cons there is basicly the same big one like the pros. That is a larger turning radius. This can be costly, especially if you have a two wheel drive truck. I would only do this on one of my four wheel drives. The other con is stress on the drive train. If you have plastic yokes and a powerful motor/engine they will most likely snap under pressure.
That's about it for locking your differential. I hope this helps you out. If you have any other questions feel free to ask me, I love mail (as long as it's not junk mail). MaxxRacer7@aol.com