Here you go, this is what i use on my Vogue running my own 6.5 rom (currently SYS 23003 but soon to change
)
http://forum.xda-developers.com/showthread.php?t=386451
Just install it and then run the setup in the folder it creates. In the setup I ONLY put a check on "Lock After Device Wakes". I leave everthing else as is! (this option is under "triggers and options") I had tried many other configurations but when you check other things it seems to get buggy but you are welcome to try on your device.
Once you have this installed and that option checked, it will do what you want it to do if your backlight settings are set to suspend after a certain amount of time.
The only other thing to consider it getting it locked while on a call. The "auto" options on my phone seemed to be buggy as well so to accomplish this ... Once i've connected a call i simply just toggle the power switch off and back on, then when it "re-wakes" it will come up locked with the WM 6.5 default in-call lock screen.
Take Care
edit: oh yeah, if you don't want to wait for the backlight to suspend the device just hit the power switch and throw it in you pocket... if it wakes for any reason after that, ie. a call, text, etc... it will come up locked in you pocket and not answer until you "slide to answer"