Romer has done the rear swap IIRC so maybe he'll chime in but just a shot in the dark...Did you pop a fuse in to the appropriate spot on the fuse block to power the lockers?
Of course now that I look at the fuse chart
it appears that is the same fuse for the center and front/rear lockers. Maybe check to make sure the fuse isn't blown?
What, if any, indications are you getting with regards to the lockers? Did you put in bulbs for the locker icons and I assume you are either locking the center diff via a switch or shifting into low before turning the dial.