Help lock screen problem

just switched from an iphone to the galaxy note ii. when my phone is locked/sleeping and I get a txt message/notification my phone lights up and instead of the screen dimming down after not checking it, it stays lit up. this kills my battery because I keep my phone in my bag at work and dont check it for 5+ hours. how do I set my phone screen to dim down and go back to sleep mode after you get a notification or message