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The locking 'adjustment' is made by removing the two retaining screws from the "star wheel" inside the column. Then turn the star wheel clockwise one increment (the next available position to engage the screws) and replace the screws.
You want to get the lock wheel/lever to fully engage before it reached the full-right position. Keep making one increment adjustments until it locks as required.
If your mechanism will not lock at all, there is a mechanical problem inside the steering column.
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