Locking the phone with a PIN.

[AndroidBoricua]

How do I lock my phone with a PIN?

 

[Andrew Ruffolo]

I don't know of a pin (maybe an app from the market?) but you can set an unlock pattern (probably, don't have a Galaxy S phone, just going by android)
Go into Settings then Security. There should be a "Set Unlock Pattern" option.

 

[bswitzer1]

If you are using a replacement home screen, you can use app protector and set the pin through the app and have it protect the home replacement app. Make sure to turn off always licking mode in settings that way it will only ask for pin when you lock the screen, not every time you navigate away from your home.