The screen should "black out" when the phone is put up to your face, the proximity sensor allows this.
A good way to test if the proximity sensor is working, call some where you know no one will answer. Place your finger over the entire top of the phone(where the ear piece is). If your screen goes blank your sensor is working and your just not holding it to your face when in a call. If the screen does not go blank then your sensor is not working properly.
If your screen is going blank and your still pressing buttons, then maybe you would benefit from an app that would lock the screen while in a call, search around here there are several threads such as this with apps given as solutions.
