Lock the screen when I push the power button?

[tokuzumi]

New to the Mogul, and I have searched all over the phone, but can't find a setting to lock the screen when I push the power button, to go into sleep mode. There is the option to lock the buttons, but I want when I hit the power button to go into sleep mode, when I bring the phone out of sleep mode, I want to hit the "Unlock" button on the screen. Not hit the power button, push the unlock soft key button, then press unlock on the screen. My treo 700wx was able to do that through the keyboard lock.