To lock the direction of a ProtoSounds-2 engine the procedure is this:
1. Run the engine at as slow a speed as possible (so it doesn't stall) in the direction you wish to keep the engine running after you lock it;
2. On your MTH controller (Z-500, Z-750, Z-1000, or Z-4000) quickly tap the horn button once, followed by three taps of the bell button.
If the direction lock takes you'll get two horn blasts from the engine. Sometimes when you tap the horn button the horn will sound. If that happens try again. This may take several tries to get it to work (I know from experience).
Also remember that when an engine has its direction locked there is no neutral. When track power is on the engine will run in the direction it is locked, so any accessories, such as operating tracks or uncouplers, will have to be powered from an alternate power source instead of track power.
I hope that this is helpful to you.
Stuart