Prohibit Scotsman's beloved instrument (5)
I believe the answer is:
banjo
'instrument' is the definition.
(banjo is a kind of instrument)
'prohibit scotsman's beloved' is the wordplay.
'prohibit' becomes 'ban' (banning is a kind of prohibiting).
'scotsman's beloved' becomes 'jo' (I can't explain this - if you can you should give a lot more credence to this answer).
'ban'+'jo'='BANJO'
Can you help me to learn more?
(Other definitions for banjo that I've seen before include "strumming instrument" , "Five-stringed musical instrument" , "String instrument" , "Formby's instrument" , "Stringed instrument with circular body" .)