Overview
Go to Options. Select Security, change Password to "enabled", then change "Security Timeout" to no more than 20 min. Hit escape, save your changes and enter in your password. Hit escape to bring you back to the main menu.

Step-by-Step Instructions

1. Turn on your BlackBerry. Before setting your password, back up your device.
2. Hit the escape button located on the right-hand side of the BlackBerry underneath the trackwheel until you see the home screen icons.
3. Using the trackwheel, scroll down until the Options icon (a picture of a wrench) is highlighted.
4. Click the trackwheel to choose Options.
5. Using the trackwheel, scroll down to Security.
6. Click the trackwheel to choose Security.
7. Using the trackwheel, scroll to Password.
8. Click the trackwheel to bring up the password options.
9. Click Change Option.
10. Scroll up to Enabled.
11. Click the trackwheel to choose Enabled.
12. Scroll down to Security Timeout.
13. Click the trackwheel to open the menu and change this option.
14. Click Change Option.
15. Scroll down and choose 20 Min.
16. Hit the escape button to exit.
17. Scroll up and click Save.
18. You will be prompted to enter your password.
19. Enter your new password.
20. Click the trackwheel to set your password.
21. You will be prompted to verify your password.
22. Enter your password again and click the trackwheel to set your password.
23. After a pause, the BlackBerry will bring you back to the Options screen.
24. Hit escape 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.