Make sure you have REVO mixing inhibited in your transmitter. The easy way to tell is run the throttle stick up and back on the ground with the engine off. If the tail blades move as you move the stick, thats your problem. Also make sure you dont use any trim or sub trim with the rudder channel, if you do zero it out and set the linkage up to hover w/o trim so that the servo arm is 90 degrees to the pushrod. You can check this by flying with HH mode off, which on the 240 i believe is a switch on the top of the gyro.

Once you get that set and make sure any mixing is off, that gyro locks on very well.