OMG this is really annoying... When I try to unlock my car from the outside, it only locks the doors and rolls the windows up. So I replaced the handles with the ones the guy that sold me the car gave me. Still does the same thing, so Im guessing theres an electrical problem, where are the Fuses for the door locks located?

 

I'm assuming this is an XJ40 because you didn't state that in your post.
The lock solenoids run off a fuse in the right side kick panel (passenger side for LHD, B4, 15amp). However, the lock/unlock is controlled by the same fuse so if it locks the fuse should be good.
Do you have the correct key? Any key can turn the lock cylinder to trip the micro switch and lock the car, but the only the correct key can turn the other way to unlock. And the unlock direction should move a rod to unlock the door without electrical assistance.
I currently have a problem with blowing fuses on the door lock circuit, and have changed door handles/lock cylinders so I am familiar with the workings.
Dave