A lock proving system provides a positive indication when a locking mechanism has correctly latched a removable attachment to an agricultural machine, the attachment being a header for a combine harvester for example. The locking mechanism includes a locking element that is shiftable into a locking position in which, provided the attachment is mounted to the machine with the correct alignment, the locking element acts upon a lock proving mechanism that is mounted to the attachment. The lock proving mechanism delivers mechanical feedback to the machine, the action of which is detected by a sensing device mounted upon the machine.