Don't take it too personally, many of us here are techs without any social skills whatsoever (read: Linux users). I can understand your desire for doing this, of course, and I've not yet found much to do what you're asking.
I'm looking for something similar to the iPhone's screen lock which allows the screen to go into save mode (turn off) but the security lock doesn't engage until a set time after that. For instance:
I am in my car listening to the music player. Currently with the screen lock on, I have to draw a pattern every time the screen goes off. Very bad for driving. I'd prefer to set the pattern lock for 20 minutes after the screen goes off.
So, while I'm looking for what I want, I'll keep an eye out for something similar to which you're asking. Oh, and an easier way to browse the Market is through the computer at
AndroidZoom.com - Browse the Android Market and download all available applications and games. Sure beats attempting anything through the phone.