Thanks guys! I wrote Zenithfan1 in regards to his Lectrotech. According to his old post, an electrolytic failed in it. Hopefully mine will be alright, but I guess if I ever find any problems, I may need to do a recap as well.
I'll be reading up on how to use these a bit more, but today I just experimented a bit. I was able to get a neat effect by connecting it to the speaker of my guitar amplifier. It's interesting to see what the sound "looks" like. At least I know it works.
I can get something of a wave to appear just by touching the probe with my finger:
This is with the volt/div set to .02 and the time base set to 1.