If you put the phone to your ear there is a sensor that turns off the screen so you don't accidentally select something with your ear. If you keep that sensor covered with your had or some other object the screen will stay blank.
I have the same problem you have and found an easy way to lock the screen.
While on the call, click on the home button. It will take you to the home screen and the top of the screen will show a green bar asking if you want to switch back to call mode.
While on the home screen click on the sleep button at the top of the phone. The phone will go back to the call screen and then at the bottom instead of the red bar showing end call, it will have the scroll bar for lock.