iPhone Does anyone else have this problem?

It seems to be something wrong with your proximity sensor ... The screen is supposed to turn black only when you keep your iPhone next to the ear.

 

The screen turns black as it turns off, or just the background color is dark but you can still see information on it? The phone is designed to use transparency/translucency in the situations you described, so the background would sort of get blurred out--if you have iPhone 4 or perhaps have contrast enabled in accessibility settings, it's possible it will just turn into a dark background color, similar to what it would use for notification center (where a similar effect would typically be used).