Mark, most sloop rigged boats don't sail to windward very well without a jib, that is under mainsail alone. That being said, if you are sailing with just the main, sure, you can't point very high, but you should still be able to make headway to windward, just with more tacks than usual. Also, keep in mind that you have to tack smoothly, but quickly. Don't be jerky and just throw the tiller over, but don't dilly-dally, either. Also, the boat will work to windward better, and tack better, with more boat speed. Sometimes short-tacking with just the main can be difficult, because you really don't have much room to build boat speed to actually have the centerboard/rudder develop any lift and make some CMG.
As for locking your rudder to allow you some hands-free time, say to go forward and hoist a jib, check out the Wave Front Marine Tiller Clutch:
http://wavefrontmarine.com I have one on both my O'day 192, and my open daysailer style Harpoon 4.6.
On my GP14, I had a bungee cord that went from side to side across the cockpit, under the tiller. When I needed a few seconds of hands-free, I would lift the bungee over the top of the tiller, and the friction of the bungee pushing down on the tiller was enough for me to do things about the cockpit that needed doing. The poor man's bungee autopilot won't hold up to stronger winds, but you probably don't want to let go of the tiller in those conditions
