The screen is supposed to go black during a call when you hold it up to your ear -- it's the proximity sensor doing what its supposed to do. If the screen stayed on while the phone is up against your ear, your face would be more likely to cause accidental screen touches.
Are you saying that the screen blacks out immediately after placing the call, even if the phone isn't against your ear? If so, then something might be blocking the proximity sensor, like a screen protector that doesn't have proper cutouts, or a poorly fitting case.