When you flagged the Shake to Unlock box, the section below named Shake Sensitivity becomes active. Press on that section and you'll see a Shake Sensitivity sub window appear...you need to shake your phone and it will save the motion. You'll see a big red OK when it registers your 'shake'. Click on the OK button to save.
I have this program too. You can always re-calibrate the sensitivity by re-selecting the Shake Sensitivity.
It would have been nice to have some 'guidance' info. Play around with it a bit and you'll get the hang of it and select how you want to lock/unlock your phone.
