The problem that I have found with the standard device lock on the touch pro is that it really doesn't lock everything. If you slide the keyboard even a little bit, it will unlock. If someone calls you the device lock feature doesn't lock the "Answer" "Ignore" touch buttons or hardware buttons and you tend to unlock it. There are quite a few options you have to locking your screen. Me personally I use S2U2 and it works great for me on my Touch Pro (CDMA), as I love to customize my phone.
S2U2 -
http://forum.xda-developers.com/showthread.php?t=412418
there is a download link in the first post.
Other Options:
Sensor Lock
Stylus Lock
Device Lock
There are a few others that you can buy that allow you to lock and unlock using the gSensor and shaking the device.
The one that I tried and worked well was pocket shield.
I know this is my first post, but I am going to try to upload these cabs here. I am not sure who the original creator is on all of these, but I found most of them at
http://forum.xda-developers.com .
Anyway, not that you needed this much info, but there it is.