Is there a way to set up my lock screen so that I can draw a pattern to unlock the phone? That way, only I can unlock it again. At the moment, my phone automatically locks the screen, but you just slide to unlock it. Because of that, any one can unlock my phone, which is not ideal.
From the home screen hit the menu button, then choose Settings > Location & Security and from there you should have an option to set up a patter or pin based screenlock. The pattern lock will give you the option to create your own pattern on the 3x3 grid:
If you want to be able to draw a completely random pattern, Cyanogenmod 6.2 has the option to draw any invisible Gesture to unlock the screen.