Using Super Cache 0.9, I have yet to see the Lock Down mode working. Enabling or disabling it has no discernible difference, with new comments appearing immediately in the refreshed page.
I've tried using 3 different browsers, having cleared all cookies first, and nothing seems to work. The cached files aren't staying locked down.
Super Cache is set fully on, I'm not using any of the experimental features, compression is off, no pages are being 'directly cached'.