Ponylover, how about giving the anchoring idea a go for a couple of weeks? When you do it the first few times those doubts will still be there so you can remember (or even look on the first couple of times) and reassure yourself that the door is locked.
It takes a little time and repetition for this new behaviour to become fixed in your mind. If you think about anything we learn to do. At first we need to concentrate a lot and there are a few hiccups here and then, but gradually the learned behaviour (or skill etc) becomes much more automatic. Practising the anchoring technique will help is become a part of your daily routine.
Something else you might like to consider is this Stop Obsessive Checking hypnosis download.
I realise it seems an impossible obsession to break right now however there are things you can do which will help.
Karen