HTC Desire :: Phone Lock But Not Screen Lock?

Is there a way to have a phone lock on the Desire, in the way it is used on "normal" phones? What I mean is that I need a phone lock for security reasons - however it is a pain to use it every time I turn the screen on. Is there a way to have it work only when you turn the phone on? Right now if yu don't have a phone/screen lock security set if someone steals your phone they take out the sim card and use the phone normally ... if you do have it, then you must use the password every time you want to use the phone (I hate it). I know the best thing is to have a secured access but I was just wandering if it was possible to do seomething different?