How to reveal that screen is locked?

In my application I need to know when device is locked (on HTC's it looks like short press on "power" button). So the question is: which event is triggered when device is locked? Or device is going to sleep?

You should extend BroadcastReceiver and implement onReceive, like this:

public class YourBroadcastReceiver extends BroadcastReceiver {
    @Override
    public void onReceive(Context context, Intent intent) {
        if (Intent.ACTION_SCREEN_OFF.equalsIgnoreCase(intent.getAction())) {
            //screen has been switched off!
        }
    }
}

Then you just have to register it and you'll start receiving events when the screen is switched off:

IntentFilter filter = new IntentFilter(Intent.ACTION_SCREEN_ON);
filter.addAction(Intent.ACTION_SCREEN_OFF);
appBroadcastReceiver = new AppBroadcastReceiver(yourActivity);
registerReceiver(appBroadcastReceiver, filter);