Not sure if this is related to the home button issue some are having, but check to see if your lock options in the phone settings are the issue. Goto Menu>System Settings>Lock Screen. There are 2 options, the first is "Lock automatically" and I have this set to "Immediately" so the phone will lock as soon as the screen shuts off. I forget what the standard timeout is but it's not the immediately option. The second is "Lock instantly with power key". Check this to activate so every time you use the power button to turn off the screen it locks.
I have both of these settings active on my phone, and do not have the home unlock issue. I thought there was an option to disable it, but if the selection that funkylogik shows above doesn't work, then I can't find another setting in WL to disable.