PATH: Menu ► Tools ►Settings ► General ►Security ►Phone & SIM Card
I’m of the opinion that one should set up automatic password protection, you never know when your phone may fall into the wrong hands.
Nokia has separated the phone lock function from the keypad lock. This means that you can set up the phone to automatically lock its keypad after perhaps two minutes of inactivity, but set it to lock the phone after fifteen minutes of inactivity.
You can also enable the remote lock function. This allows you to send a coded text message to your phone that will immediately lock the phone and password protect the memory card as well, rendering it useless to anyone trying to get information from it.
This unfortunately includes you!! So any time you use the remote lock function please remember to unlock the memory card before you pop it into a card reader.