You should be able to crank it down enough to almost lock it. It'll be pretty tight.

You can also try some thick grease in the front, too.

I wouldn't suggest (as others have) supergluing it. We've found if you hit something (curb, board, another car) sometimes one side of the diff will 'break loose' and then you'll have 1/2 diff action. If you want to lock on completely, try JB Weld on a steel diff. That should work. Or, I guess, you could just pin the entire diff, if you have the right tools.