I have a 94' 850 wagon with the same problem - glove box is locked. You must put duct tape to protect the outside leather of the glove box and cut with a hack saw the bracket in the middle of the box free. Pry back the glove door with a screwdriver, but not too much. There is no other way. Be careful, the leather on the inside of the door will get a little damaged but not the outside. Then you need to purchase a kit for the glove box. It comes with the outside lock and all mechanisms. THe bracket which you cut usually comes seperate.

Good luck