Overview
Go to Settings/Options/Security Options/General Settings. Change Password to "enabled", then change "Security Timeout" to no more than 20 min. Hit escape, save your changes and enter in your password. Escape back to the main menu.

Step-by-Step Instructions

1. Turn on your BlackBerry and back it up before setting your password
2. Hit the escape button located on the right-hand side of the smartphone underneath the trackwheel until you see the home screen icons.
3. Using the trackwheel, scroll down until the Settings icon (a picture of a folder with cogs inside of it) is highlighted. The folder will appear to close when highlighted.
4. Click the trackwheel to choose the settings folder.
5. Using the trackwheel, scroll down until the Options icon (a picture of two cogs) is highlighted. The cogs will move when the icon is highlighted.
6. Click the trackwheel to choose options.
7. Using the trackwheel, scroll down to Security Options.
8. Click the trackwheel to choose security options.
9. Using the trackwheel, scroll to General Settings.
10. Click the trackwheel to choose general settings.
11. Using the trackwheel, scroll to Password.
12. Click the trackwheel to bring up the password options.
13. Click Change Option.
14. Scroll up to Enabled.
15. Click the trackwheel to choose enabled.
16. Scroll down to Security Timeout.
17. Click the trackwheel to open the menu and change this option.
18. Click Change Option.
19. Scroll down and choose 20 Min.
20. Hit the escape button to exit.
21. Scroll up and click Save.
22. You will be prompted to enter your password.
23. Enter your new password.
24. Click the trackwheel to set your password.
25. You will be prompted to verify your password.
26. Enter your password again and click the trackwheel to set your password.
27. After a pause, the BlackBerry will bring you back to the Options - Security screen.
28. Hit escape 3 times to get back to the main menu.

The next time you turn on your BlackBerry scroll up to Unlock, click the trackwheel to select and then you will be prompted to enter your password. The password prompt will not appear each time you turn your device on, rather only when you have not used your BlackBerry within the past 20 minutes or when you initially power it on.