Well, leave it to my 10 year-old nephew Caleb to be the one to find the key to locking the screen. I love that little boy!
How to lock your screen on the iPad:
Double click on the Home button (right above the synch slot) and you will see your most recent apps used come up on the bottom of the screen. This let's you move from app to app. Now take your finger and slide that row of apps to the right. You will see a lock key and also a rewind, play and forward button; and a brightness and volume adjuster. (I didn't know these were there either.) Click on the lock to set it to whatever orientation you want. Simple.