You really haven't given anywhere enough information to answer this question. What is your model? What year?
Without this information I'll pass along some information as a shot int the dark:
• If the driver side power lock switch operates
only the driver side front door power lock motor, but
all other power lock motors operate with the passen-
ger side power lock switch or the RKE transmitter,
use a DRBIII scan tool and the appropriate diagnos-
tic information to diagnose the Programmable Com-
munications Interface (PCI) data bus.
• If only one power lock motor to operate with
both power lock switches and the RKE transmitter,
proceed to diagnosis of the power lock motor.
Listen for the mechanism in the door to see if it is in fact locking the door. It will sound like a little motor sliding the locking assembly into place.
Here's a pretty good WJ (Grand Cherokee 99-2004) site: http://www.wjjeeps.com/
A little hunting on the site with reveal there are other model sites linked around there too.
You gotta be more specific when posting questions.