Refers to locking your analogue radio to a particular station for extended listening, though in the modern day, it's more likely you're listening to a webcast or internet radio instead.
We've got the freshest beats from the underground just waiting to explode out of your soundsystems, so keep it locked (down (tight)).
Iconic tagline for community radio station RTRFM 92.1, frequently used by presenters during talk breaks. It encourages listeners to not touch the radio dial or turn off the audio stream when 'locked' on RTRFM.