If you have a factory axle housing, you should be able to install/remove the third member when it's locked or unlocked. If it's an earlier axle housing that you modified, most likely it has to be locked to get it in or out.
Easy enough to lock it---just remove the actuator (three bolts, two go all the way through), stick a screwdriver into the teeth on the "rack", and slide the fork toward the center of the diff. (same thing you'd do if you had a failure on the trail, and wanted to lock it up)
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