Note: This example is from a phone with HTC Sense. Yours may vary.
So you want to use Android's built-in security -- either the pattern, pin or password lock. Good for you. We highly recommend it. But maybe you don't want it to lock every time you hit the power button. (Can't blame you there.)
Go to Settings>Security>Lock phone after and you'll have options as for how much time you want to pass before you have to unlock the phone. If you're going to be picking it up every couple minutes, perhaps "Immediately" isn't the best choice. But even 15 minutes is better than no security, right?
This option isn't available on all phones, but HTC Sense does have it, as do some newer TouchWiz devices.
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