I have trouble doing so during most of my triceps exercises (french presses, skull crushers, etc.). I read that you also shouldn't lock out your elbows, or any major joint, while contracting your muscles but that seems like the only way to do so for triceps.
Yes. You do need to lock out to squeeze the long head. Try decline french press (skull crushers), bring the bar down slowly ( 5-7 count), press up and squeeze your triceps. This should do the trick.