About the power door locks, I have no idea.
About your parking lights flashing when lock and unlock the car, that should be in the installation manual. Or at least a vague idea of what you need to do. Seems as though you'll have to splice into the parking lights somewhere.
About the shift knob, if you have a manual, it should just come off by twisting it off. I don't know about putting a nitrous switch on the shifter however, what if you accidently hit the switch when you don't want it to be armed? I would put the switch somewhere where you cannot accidently hit it, but in a place where it's still easily accessable.
1990 Ford Probe LX 3.0L V6 :s6:
SEE IT HERE:
1989 Mazda RX-7 Turbo II 13B-T "FC3S"
Turbo RWD Rotary Powa!