Technically, converters don't lock, unless they are lock up converters, which are rarely used in performance applications. That involves using a secondary friction application like a clutch band.
Think of it this way. There is no mechanical direct drive on cars with automatic transmissions. If there was, your car would die at a stop. Torque converters are a fluid drive coupling that motivates the car to move using hydraulic flow. If you split a conveter vertically down the center you would see two sets of vanes that kinda look like propellers. The front sets drives fluid into the rear set, which moves the car.
Since they are not directly connected mechanically, they will slip at idle, which allows you to stop at an intersection without stalling. Manipulating the design of these vanes effects flow of hydraulic fluid, which effects what rpm is required to move the car forward. Stock converters start moving the car at a very low rpm, which is appropriate for most applications.
With performance use, however, the power band of the motor starts well above idle speed, say at 2500 rpm. The high stall converters are engineered to start moving the car at a higher rpm. This puts the motor in the preformance band of the engine. The trade off is reduced fuel economy and higher heat generation, as there is more slip before launch. For performance applications, it is worth it, even necessary, depending on your engine. For stock applcations, it is horribly innefficient. Lock up converters with a clutch help remove this innefficiency at cruising speeds, but none are really made for high horsepower applications.
Hope that helps.