As Burtonboy say's, the diff lock was deleted in favour of letting the traction control take over on the S2, probably due to muppets leaving the thing in and driving the kids to school and grenading the diff's/transfer box halfway down the road.
I don't know if it was re-introduced later, my wallet dont stretch to a later one, and the way this one's currently gobbling my hard earned, probably not in the forseeable future.
I think I've seen a thread on it being retro-fitted if you need it though.
Rob