Electrochemical Measurements Using Lock-In amplifier
OK I think I see now, you're sweeping the voltage and measuring current. 
In that case to use the lockin you need to modulate the voltage slightly.
And then sweep the DC voltage slowly through your signal.  In this configuration the signal you will see is the slope of the I/V, the derivative you were seeking.

You have to adjust the modulation amplitude, depending on the 'size' (in volts) of the feature you are looking for.  

For adding a modulation voltage onto the slow sweep, I might first try an opamp summing circuit.  You could also do it with an audio transformer.