All channels locked on my radio shack pro-95 scanner

You are pressing the "scan" button in the upper left hand position and getting all channels locked out? Correct?
If you haven't programmed any frequencies the channels will stay locked out. Get your local frequencies by doing a search for police scanner frequencies. Once you have gotten the information for your area press the "PGM" button on the lower right hand side of the key pad. Input your 1st frequency ###.#### then press "ENTER". Press "PGM"key again and enter your 2nd frequency then "ENTER" again. Repeat as often as you wish to enter more frequencies.
Make sure you are entering your frequencies in empty channels unless you want to over write one that you don't want to use any longer. Press "PGM" until you get to an empty channel.
When you are done, (you can stop any time) press the "SCAN" button in the upper left hand position and you are in business. You are supposed to be able to choose which memory position you wish to use but I haven't tried to figure that one out.
If you need the manual for the radio go to radioshack site and do a search for PRO95 and it will come up in PDF format.
Hope this helps. I have owned the pro 95 for maybe 6 or 7 years and after doing a little programming yesterday the thing is much more to my liking. It scanns quicker and scans the channels I wish to listen to.