you can install an app called "tweakr".
then go to your settings and scroll all the way down.
there will be a new entry for it.
click on it and there is a checkbox for the cover not to unlock the phone.

http://maemo.org/packages/view/tweakr/
so add the testing rep to your catalogues and download/install it via app-manager. after that please disable testing rep if you don't need it anymore.

apps in testing are maybe unstable and may cause problems. *default warning* ^^