There are two things that prevent the A&E awning from unrolling and billowing out while going down the highway.  The primary thing is the factory locking pawl that is located in the right end cap of the awning.  It is my understanding that A&E has redesigned this locking mechanism but on the earlier awnings, this consists of an aluminum disk mounted to the center shaft of the awning with depressions around its perimeter and a pawl that engages those depressions.  The other thing that prevents the awning from unrolling is the tension on the springs located in both ends of the awning tube.  Notice that the arms being locked against the rig will in no way prevent the awning from unrolling in the wind!  The awning WILL still unroll with the arms locked tight against the rig!  If your locking pawl is not working properly, all of the parts to repair it used to be available very inexpensively from www.marksrv.com   He might still have some in stock but you might end up having to convert to the new mechanism.  I have not seen the new locking mechanism so I can't comment if that is better or not but I am told the new mechanism will replace the old.  Again, Mark's RV would be the one I would ask.  It would take a while to convince me that I still didn't need the lock described below.    

In addition to the factory lock and the spring tension, there are several after-market devices available to help prevent the unintentional unrolling.  Some of these seem better than others but this article will address how to very inexpensively build one yourself that will clearly do the job and requires no drilling or other permanent modifications to the awning or your rig.  To accomplish this, you will need a heavy-duty picture hanger, a screen door catch spring, a stainless steel hose clamp, a couple of S hooks and 6 feet of chain for each end of the awning.  All of these parts are available at most Home Depot or Lowe's stores.  Although it sounds a bit like a "Rube Goldburg" setup, the picture shows that it looks very neat and clean on the rig and performs very well.  In addition, I have had several very positive comments on it.  The picture hanger is simply clamped to the end cap on the awning using the stainless hose clamp and the door stop spring goes between the ring on the hanger and the foot of the vertical brace for the awning.  The whole lock can be installed or removed from the ground and it is impossible for the awning to open with it in place.  The installation was very straightforward.

INSTALLATION
First, mark the rivet that holds on the end cap that is on the outside when the awning is in the up and locked position.  This is so you will know where to install the picture hanger in the next step.  Then open the awning and clamp the heavy duty picture hanger to the end cap using the stainless steel clamp as shown in the second picture.  The hanger is placed with its bottom end just above the head of the outside rivet that you marked earlier.  This prevents it from slipping around the end cap when the spring pulls down on it.  Tightening the stainless steel hose clamp forms the tab on the hanger around the curvature of the end cap.  After the clamp is tightened, use a screwdriver and bend the hanger away from the clamp enough to allow the S hook to go through the opening.

This is how the spring assembly hooks to the hanger.  In the first picture, the awning is in the down position for clarity.  The spring is normally removed and installed with the awning in the rolled up position.  As shown in the second picture, the spring is easily installed from the ground by hooking the S hook over the top of the awning rod and holding it in place on the rod by pulling down on the chain while you raise it and hook it on the picture hanger.
 
 

To hook the bottom S hook to the rafter foot, pull down on the spring with the awning rod as shown in the first picture.  I have found that selecting a chain length that results in pulling the spring so that is about half compressed seems to very firmly lock the awning in the closed position.  As a test, if you unlock the factory front travel lock and try to open the awning now, the spring absorbs the shock and the awning will not open.  I think the spring is a good idea to prevent undue strain on the system in the event the front lock fails.  This is really a very simple modification to perform and the total price is around $15.00!
 

UPDATE:  I later added clear vinyl tubing over the chain to prevent marring of the arms from the chain vibrating in the wind while going down the highway.  In addition, I added a second lock to the front of the awning.  I think one is probably fine but then two has got to be better.  Better safe than sorry in my book!