On April 28, 2006, about 0800 eastern daylight time, a Howard Aircraft Corporation DGA-15P, N95462, registered to and operated by a private individual, experienced a loss of directional control during the landing roll at Merritt Island Airport, Merritt Island, Florida. Visual meteorological conditions prevailed at the time and no flight plan was filed for the 14 CFR Part 91 personal flight from Naked Lady Ranch Airport, Stuart, Florida, to Merritt Island Airport. The airplane was substantially damaged and the private-rated pilot and one passenger were not injured. The flight originated about 0715, from Naked Lady Ranch Airport. The pilot stated that he failed to lock the tailwheel for takeoff due to his discontinuation of the checklist to see if the baggage door was secured. The flight departed and proceeded to the destination airport where he landed on runway 29 due to the wind direction. During the landing roll the airplane veered to the right which he attempted to correct with left rudder and brake input but was unsuccessful. The airplane departed the right side of the runway causing substantial damage to the airplane. The pilot further stated he also failed to lock the tailwheel in anticipation of landing.