You cannot cancel a move that was chained.
In the event that you don’t really know what that means, I’ll elaborate: if you look at Dictator’s frame data (http://wiki.shoryuken.com/Super_Street_Fighter_IV_AE/M._Bison#Frame_Data) you will notice that his crouch :lk: has 3 properties in the “Cancel Ability” column, ch/sp/su. This means that it is chainable, special cancellable and super cancellable. Special and super cancels are pretty self explanatory; if you input the cr.:lk: (only one for the sake of argument) and input, for example, a scissor kick as soon as it hits, you will actually cancel the ending (recovery frames) of the cr.:lk:. Practice that first, and make sure that you understand the timing for the cr.:lk: xx Scissor Kick cancel. (Note that the same applies to supers.)
Chains are a bit different; Street Fighter 4 uses four general types of moves: normals (regular punches and kicks), specials (fireball, scissor kick, teleport, etc., some of these can also be upgraded by using a bar of meter, and are then referred to as EX, but the cancel ability still counts it as a special), supers (the move that you can only execute when your super bar is full) and ultras (the moves only executable when your revenge gauge is full). A chain is when you cancel a normal into another normal. You’ll notice that if you mash cr.:lk: as Dictator you will get a 3 or 4 hit combo. However, try to mash cr.:lp: and you’ll notice that, while it IS comboable, you have to time it such that your second cr.:lp: comes out AFTER the first cr.:lp: ends. That is because the cr.:lp: is not chain cancellable. It is, however, special cancellable, so you can still cancel it into Scissor Kick.
Now that that’s all explained, let me get back to my original statement. If you chain two cr.:lk:, the game does not allow you to cancel the second into a special or super. If a move is chain cancelled INTO, it loses all cancel ability except for chain. So if you chain cancel a cr.:lk: into another cr.:lk:, you will not be able to do cr.:lk: xx cr.:lk: xx SK. Since cr.:lk: is +4 on block and Scissor Kick has 10 startup frames at best, you MUST cancel the cr.:lk: into the SK in order for it to combo.
I hope that was helpful; if I lost you feel free to ask more questions and I’ll help as best I can.