One of the most common complaints regarding the Nokia E65 is no auto keylock. However, when you open and shut the slider, it prompts you whether you want to lock the keypad. This is useful if you want to remind yourself of something within the hour or so. Type a reminder maybe in a SMS template and then open/shut the slider to lock the keypad. Now the screen stays on with the reminder in front of you next time you unlock your phone.
If you want to call someone back later, select their name in the address book and then lock your keypad
If you want to remember a series of numbers like a confirmation number, enter it in with your keypad and then lock the keypad. Or u can "miss call" the number so it shows up in your "LAST DIALLED" numbers.
If you came here to find an auto keylock.. sorry, I dont have the link on hand but if you look around here, you might find it ;)