I actually believe you don't need to relock each time... I'm sleepy so let me try to explain what he meant... maybe re-lock your phone right now that your on shipped ROM and then unlock your device with the latest unlocker or what ever available for download... but no you DONT NEED to RELOCK for each ROM =] oooh and btw... just flash to shipped ROM each time you wanna try out another ROM, and only relock it if you ever are sending it back to sprint / replaced / getting a tech to check it out.
latest re-locker found here ---->
ftp://ppcgeeks.com/Diamond/Users/Tob...20Relocker.rar
latest unlocker download found here ---->
ftp://ppcgeeks.com/Diamond/Users/Tob...20Unlocker.rar
Please note that it's best you follow instructions found here and download may take time!
http://forum.ppcgeeks.com/showthread.php?t=36062