When I first bought my S2000, I went through the gears with the engine running, and the clutch in. I was parked, and I went from first to second, second to third and so on just to get a "feel" for the gears. My uncle who was with me told me not to do this because the tranny would "lock-up". Is that true?

From my knowledge about how the transmission works, it would be alright as long as the engine was at idle, then you put the clutch in and engaged first gear. The first gear syncros would stop the transmisson so it could engage. now since the tranny is stopped and with the clutch still in, there should be no problem going through the gears.

Does anyone know if this would cause a "lock-up" or anything else damaging?

 

This one had me thinking for a bit.
What you say is true. With the clutch disengaged and in first gear, car not rolling, the tranny stops spinning. However, when the drivetrain is cold, there is still some transfer of power past a disengaged clutch. This shouldn't be of much consequence at all. In fact, it may be useful to "jam" gears with a little rotational force in the tranny. This will help the gears mess better.
What might be far more detrimental is when the engine is off, ebrake applied, clutch up and you start to jam gears. Dog teeth may not mesh well in this state and shift mechanisms can get bent out of shape with too much force (shift rods, shift forks, shift pieces). Perhaps it is this circumstance that could lead to a locked tranny.
In the way you described, I think it would be far more unlikely.

 

Ok, thanks xviper, you're the man!. but what exaclty do you mean when you say "when the drivetrain is cold, there is still some transfer of power past a disengaged clutch."? Does this mean the clutch is catching just a little bit?

ps: now I now the next time I goto a dealer and sit in a car, I won't play with the shifter making race car noises

 

Have you ever ridden a motorcycle? This would be the best example of what I mean by a cold drivetrain can still convey power through a disengaged clutch. After you start up a m/c in neutral, when you pull in the clutch (disengage) and put it into gear (usually 1st), most bikes will lurch because the clutch plates haven't heated up yet and are still in slight contact with each other. On some bikes, this lurch is quite violent and on some, it can even stall the bike out.
On a car right after a cold start, this is apparent but to a lesser extent due to the larger sizes of flywheels and clutch parts. Until the clutch gets heated up a bit, the clutch surfaces in such close proximity to each other, that they still rub together even with the clutch pedal to the floor. This bit of rubbing will transmit power into the tranny. As the surfaces heat up a bit, friction diminishes between them and less power is tranmitted.
You can still jam through the gears of a car sitting in the showroom. Just have the clutch to the floor. There is enough backlash in the rest of the drivetrain that there will still be a bit of movement in the gears of the tranny to assist the dogteeth in meshing even though they may not be perfectly lined up.