Everytime I use my whammy bar, the strings go out of tune when I quit using it. Sometimes they pop out of the Floyd Rose. I had all the locks as tight as they would go, but it didn't help.

If I don't use the whammy bar, the strings stay in tune just fine. What should I do?
get new nuts, or locking tuners, all my roses had problems like that and sometimes you just gotta do some customization.
Replace the saddles since they seem to be popping out of the locking saddles you have. Also is the LFR set up properly?
PRS Singlecut Trem

Member #2 of the Coheed and Cambria fanclub, PM dementedpuppy to join.
When you cut the ball ends off the strings, on the lighter strings leave a little bit of the tail windings. This will allow the wedges in the bridge to grip the end of the strings tighter. Use the search function on UG. There have been several very good threads on how to set up a Floyd. Hope this helps.