As others have said, the Differential lock for locking your two rear axles solidly together. As stated above engage it gently. Don't have one wheel spinning rapidly and stomp it and engage with a bang.
Also another method of preventing one rear wheel spinning is to reach down with your left hand unlock your split brakes by rotating the little locking bar that locks both brake pedals together, and then note which rear wheel is spinning and apply light brake pedal pressure to the pedal that controls the spinning wheel. This will slow down the spinning wheel, and thru the differential action of your rear differential, the other stationary wheel will now start to rotate. You have full control of the amounts of pressure applied, and there is no slam bang action going on here. With the Kioti having the brakes on the left and the Hydrostat "go pedal" on the right, this is a very convenient and effective strategy to mitigate wheel spin.