Nokia Lumia 820

Find "lock screen"

Slide your finger left on the display.
Press Settings.

Find "lock screen"

Press lock screen.

Select option

Select one of the following options:
Turn on use of phone lock code, go to 2a.
Turn off use of phone lock code, go to 2b.

2a - Turn on use of phone lock code

Press the indicator next to Password to turn on the function.

2a - Turn on use of phone lock code

Press the field below New password and key in the required phone lock code.

2a - Turn on use of phone lock code

Press the field below Confirm password and key in the phone lock code.

2a - Turn on use of phone lock code

Press done.

2b - Turn off use of phone lock code

Press the indicator next to Password to turn off the function.
Key in your phone lock code.

Exit

Press the Home key to return to standby mode.