Umm, a bit of dodgy avionics theory follows:
Well you got your passive radar and your active radar.
Your passive just picks up emissions from other sources and your active sends out emissions and picks up the returns from those emissions.
I guess if a radar site (as in Iraq no fly zone) actively tracks a plane, the plane will pick up those transmissions and know that it is being tracked (and may dispense chaff to create false radar signals) - which in that case is considered an agressive action.
As to missile-lock, I only got movie & flight-sim experience to go on.
Long range missiles like AMRAAM use radar guidance as they are pretty long range, like 30 miles or so (total guess). Close range missiles like you would use in a dogfight (like in topgun) I would expect would be heat seeking on the engine exhaust of the target.
The IR tracker in the head of the missile needs to have a track on the heat source to steer (I am probably way out of date here) but I expect modern missiles are ‘fire-and-forget’ and you can shoot’em off and they go looking for a target. I guess you would still have to point them in roughly the right direction though.
More comprehensive answers follow.