Now, I know there’s a built in key pad lock.. However, check out S2U2 (Slide to unlock)
S2U2 is a simple lock/unlock application which has the iPhone style slide unlocking. It can be used as a screensaver while you don’t use your device. It has CallerID function (but may not work on some devices, so please try it first); S2P control plugin; and volume control. It can show many system information (customizable) even without unlocking.