There are lots of ways to lock a gear differential.

You can use:

JB Weld (my personal favorite)
Silly Putty (removable)
Epoxy
Solder
Welding
Super glue
Or just about anything else you can throw into a differential

If it's a ball differential:

Screws
JB Weld
Epoxy (not as good as JB Weld as it can shatter)

Basically all you need to do is fill it with one of the above and you are good to go.