We became big fans of the pin locks on our last trip. We lost five pins in about an hour and then invested in the locks. A lovely CM at the Sorcerer's hat in MGM helped me lock my DS's lanyard pins while DD did her Stitch impersonation with another CM. The whole process took about 5 minutes, and we were so grateful. Here's how I was taught:
Your locks came with a small allen wrench thingy (sorry for the lack of proper tool lingo). You have to put place the pin on a level surface, put the lock on the pin with the side that has the small black side hole for the wrench DOWN FIRST, and then place the wrench (either side works - long or short length) in the small hole and tighten by rotating the wrench to the right. It does work best if you lay the pin flat and then put the back on.
After a while you'll get the hang of it and be able to take the locks off while holding a Dole Whip in one hand and pointing to a CM's lanyard with the other. Wait... At least it seems like I could do it that easily. I hope this makes a little sense! I have a pin in front of me and it's still hard to explain! Good luck!