Here is a guide to your iPhone's auto-lock settings.
Instead, there is a base screen with a wallpaper graphic that you set and then you have to slide a bar at the bottom of the screen to open up the iPhone. This presents a double layer of protection that requires you to both hit the iPhone Home button and then slide the lock. Though this Auto Lock is an important iPhone function, there still is room to customize it to your exact specifications.
When you are at the main iPhone desktop page, go to Settings. Once you are in Settings go to the third block of options from the top and select General, which is on the top of this section above Mail, Contact and Calendars. The General Settings section will allow you to alter things like the Network, Date and Time, and Bluetooth. The third block of options in the General option will have the Auto Lock functions. The top one will set the period of time that the Auto Lock will take to come into effect.
The Auto Lock time period is already set at three minutes, though this may be less time than most people would like. You can also take the Auto Lock altogether by selecting Never, which is the bottom option.
If you want even more security than just the regular iPhone Auto Lock you can select Passcode Lock. Here you select an iPhone Passcode for you to enter when you first open the phone. This Passcode is just another feature to push on top of the Auto Lock.