Travel along a level stretch of road between 50-60 mph. Leave your right foot on the gas and lightly depress the brake pedal with your left foot.
You should see your rpms rise up around 200 or so on your tach. If you don't have a decent tach, listen to your engine. If you cannot notice a difference, it's not locking.
An alternative test would be to insert a paper clip or piece of wire into the upper left and upper right-most terminals of your ALDL connector under the dash. If the TCC is functioning, the trans should feel real 'solid' as it shifts to second and third; like a manual transmission feels.