Ok, but you are talking about bunch of different things.
The subsidy lock (which controls the ability of the device to be use with a different carrier) has nothing to do with the KEYPAD lock.
And releasing the device from the previous carrier is a different thing from those two.
If you WANT the device to automatically lock
the keypad (which is NOW what you seem to be saying), then I believe you need a third party application.
Check out this thread. AutoLock for BlackBerry