Are you using an app, like screen off and lock? that turns off your screen, but will also lock it immediately.
There's also an option under security to make the power button immediately lock the phone (every time you turn off the screen with the power button), you can try toggling that.
What exactly do you mean by lock? just the ring lockscreen? or the face, pattern, password, pin security lockscreen? As far as I know, you always have the simple ring lockscreen, you can't just set it to completely bypass the lockscreen (ie, turn on the phone, and see your homescreen).
If you want to directly bypass all lockscreens, try the "no lock" app. enable it, and when you turn the screen on, there will be no "slide to unlock". I use this at home a lot. The downside is, whenever you click on a notification, it locks the phone up if you have a security lock enabled in your settings, and you have to type in your password (or turn the screen off/on). That's just what we get for having notifications accessible on the lockscreen in ics.