Be Smart and Screen Lock Your SmartPhone
Never leave your smartphone unattended. Also if it ever gets lost or stolen. Setting your smartphone to require a PIN code or password for access after an inactive period is a relatively easy and smart way of keeping your personal information safe..
Steps on How to to Lock a Smartphone
Android - Go to Settings > Location & security > Set up screen lock. The timeout delay is configured separately, under Settings > Display. Android also offers a connect-the-dots swipe pattern you can use in lieu of a PIN or password, but it might leave telltale smudges on your screen.
BlackBerry - Go to Options > Security Options > General Settings >Password.
iPhone - Go to Settings > General > Passcode lock.
Windows Phone 7 - Go to Settings > Lock & Wallpaper.