Why do I keep losing my WiFi settings after the phone locks?

Try this:

Settings -> General -> Reset -> Reset Network Settings.

One possibility is you never changed the SSID from the default value on your router. So each time your phone sees another router with the same name it gets confused.

The other possibility is data corruption in the WiFi settings. To fix this go to Settings/General/Reset - Reset network settings.

You can try this as well

http://www.wikihow.com/Fix-an-iPhone-or-iPod-Touch-Losing-WiFi-Settings