Makes big difference...
If your dolly has a pivot pan or steering axle, then the steering lock does not need to be unlocked. The dolly will pivot to make any turn.
(EDIT) The dingy's steering being locked will help keep the car in-line with the dolly and therefore help the dolly pivot properly while turing.
If your dolly is a fixed pan and fixed axle type (ala' Acme EZE-tow), then the dingy's steering MUST be unlocked so the dingy's wheels can pivot to make any turn, just like flat towing.
Hope that helps,
Kim and Steve, Mustang LCDR (Ret), '07 Damon Outlaw #1193
I have seen gross intolerance shown in support of tolerance, Samuel Coleridge
WE LOVE OUR OUTLAW RV