I'm not sure I understand...the whole idea of locking the phone is so the keypad isn't functional. So you only lock when you put in your pocket, etc (hence it doesn't make unwanted phone calls :0)
Or are you talking more about a password kind of thing?
I believe there are some phone cases where your phone immediately goes in lock mode once you put it into the case (the magnet feature on the case does this).
'I am stuck on Blackberry and my Blackberry's stuck on me'
Eagle, there are threads on using passwords to keep others from using your phone but as far as I know, and many have asked, there is no quicker way to lock your phone besides the 'K' key. Except as I said, for those cases that have that magnetic piece that locks your BB once you place it inside.
'I am stuck on Blackberry and my Blackberry's stuck on me'
You can download and use a program called Autolock. I think you can get it from eveeks.com. I had used the program on my 8100 and installed the same alx file to my new 8310 and it works just fine. Autolock automatically locks the keys after the screen turns off, you can adjust how long it takes after the screen going black for the keys to lock as well.