Don't panic dude, its a case with all the android devices. After a couple of application installations, the screen automatically turns on and off even when locked.
Make sure you don't have market lockscreen enable like go locker. Go to task manager--> Clear memory. It will not delete anything but will close all unwanted applications.
If that doesn't help, go to services and force stop the services that are not used. You can restart the services by clicking on the applications. The process like the google maps etc.
And also in the wireless network--> wifi setting --> uncheck the notify me when open network is present.
Hope this works