what phone do you have? (htc incredible S in your avatar there)
if you have an HTC ONE:
are you rooted?
has this always happened or did it recently start? add/remove any apps?
do you have a screen protector? case?
soft reboot by pressing the power button down for longer than 10 seconds until phone reboots
using any 3rd party launchers?
the phone should NOT lock screen normally. it does not for me and that is what i expect.
what settings have you activated to get this function to happen?