where are the lock screen options (hold down red button)?

[mlevin77]

I used to have it so that if I held down the red (hang up) button, and picked no choices from the menu that comes up (lock, turn off screen, sleep, etc.), it would automatically become locked needing me to slide the slider next time I turned it on before it would take keyboard commands. I soft-reset it, and now that doesn't happen anymore - on wakeup, it goes right to the Today screen. I don't like it because it comes on in my pocket sometimes. Where is the option as to what it does by default when the red button is held down? I can't find it anywhere.

thanks,

Mike