From KG1 you can set the time that the screen locks after it turns off under Settings > Location and Security > Timeout. I have my screen set to turn off after 15 seconds and lock 1 minute after that.
Really?

My phone info is as follows:
Android Version 2.3.3
Baseband Version I9100XXKG2
Kernel Version I9100XXKG2
I flashed the intratech KG2 firmware via odin, then kernal via CWM then baseband via odin (and frankly can tell sod all difference from KE7!)
Thinking I may have missed something here!!