The reason why this happened with yoru *aheam* other program you wanted was because of security. In order for that other program to work, you had to download and install a security certificate so you knew it could be trusted from that company. A loop whole to get that work was the agreement you needed the extra security of the lock screen. You might notice that even when you turn off the lock screen, and run the other program, it will make you re-add on the lock screen again! Annoying I guess, but I just used the drawing pattern instead of numbers. Unlocks it quickly, and it's still a good idea to have incase you lose the phone or someone steals it! :/