Lock timeout setting in Froyo - where is it?

[jetligodzilla]

Phone: Samsung Captivate from Rogers with Froyo 2.2

Where is the screen lock timeout setting located? I am not referring to he screen display timeout setting.

Example: I would like to set the screen lock timeout setting to 15 minutes, so that even if the screen turns off, if I press the power button, I am NOT prompted for a password, if I turn the screen on within 15 minutes.

Currently, whenever my screen turns off, after 2 minutes, when I turn on the screen again, it prompts me for the password again which is very annoying. Only if I immediately, press the power button after the screen turns off (like within 1 or 2 seconds) does it not prompt for the password again.

So where can I find the screen lock timeout setting? I do not see this setting listed in LOCATION AND SECURITY page.

Thanks.