The lock screen, if you don't have a security measure in place like a pin or pattern lock, has a slider for switching to and from vibrate (but not total silence).
There is an app, not free though, called widgetlocker. It replaces the default lock screen (without security) and allows you to customize it and add widgets and a separate background from the launcher homescreen. If you want security, you enable it as normal... When you wake your phone you will get the widgetlocker screen, then flick the slider to unlock and it will take you to the security screen (pattern, pin, password), then you can finish unlocking your phone.
Widgetlocker is very popular because of the customizations you can do to the lock screen. There may be alternative apps, but I haven't bothered looking for them.
I hope this clears things up.
-m
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