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1.) Press and hold the Home key; when the menu comes up, scroll down or press 3 to lock.
2.) Press the Home key once followed by the space key.

To unlock the device, press the Unlock softkey followed by the *(Z) key.

While you’re looking at that menu that comes down from holding the Home key, you'll also notice it gives you quick access to Silent (5) and Vibrate (6) modes. Select 2 to enter the Wireless Manager when you want to shut off phone functions (such as when you're on an airplane) or turn Bluetooth on or off. Turning off Bluetooth when you're not using it helps conserve battery power.