There is another one that I use called AutoLock, you can set the lock to enable after a time delay. I think it cost a buck or two though.
I've downloaded and configured Lock Delay but it doesn't seem to be working. The default lock screen still seems to be in effect and locks the phone as soon as the screen times out. I've tried setting Lock Delay to various times but no luck. Even rebooted the phone. Any ideas what I'm doing wrong?