Have you gone into the settings to ensure there is no delay on locking the screen? Make sure this is set to locked immediately and there is no way to bypass the lockscreen from the double tap of the home button.
This. Also works perfectly with the Nova launcher someone mentioned above. There is a security issue, however, in that most people wouldn't know this or maybe not even notice that the phone shouldn't have unlocked after double tapping the home button to access the camera. The software shouldn't really allow this, or warn you, when setting secured lock time to other than immediate.