The iphone lock is a security measure which prevents someone who doesn't know their password from using the phone by requiring them to enter in the phone's passcode. It's not much of a hassle to get around, but you'll be able to bypass it if you follow these steps.

Step 1: With the phone locked, turn it off.
Step 2: Turn the device back on while holding down the home button and both of the volume buttons until you see an "Apple" screen with a slider moving across it. (you can release all the buttons when you see this screen).
Step 3: Slide to unlock your phone. You will not be required to enter a password or passcode to unlock your phone.

This technique only works on the iPhone 3G, iPhone 3GS and iPod Touch 2G.