Unfortunately, the 3425 is not safety rated to be used for measuring with direct connection to a public utility voltage supply. It is only rated CAT I and you would require CAT II or CAT III rating.
To measure mains voltages, for safety and to comply with legal regulations, you need isolation from the mains which forces you to use either a differential isolating probe or at the very least an isolating transformer of known turns ratio.
The ground lead of a standard probe is connected to the ground of the scope and the ground of the attached PC/Laptop. If that is connected to the live (or even the neutral) of the mains supply there will be a very destructive current surge. If the PC/Laptop is floating there will still be dangerous voltages appearing on the exposed metal parts. Even if the ground is kept separate, it is illegal to connect a (CAT I) scope input directly to mains voltages if it does not have a full mains safety rating (CAT II or CAT III).
These can measure +/- 2.5V so you would need some kind of circuitry to step-down the voltage safely to that level. You would then have to apply some scaling within the PicoLog software.