We know that the computer should be locked whenever we walk away from it, but if CTRL-ALT-DELETE seems like too much of a hassle, try this instead:
Right click an empty spot on the desktop, point to New and click Shortcut. In the Create Shortcut dialog box, type the following into the Type the location of the item text box:
In the Select a Title for the Program dialog box, type Lock the Desktop in the Type a name for this shortcut text box. Click Finish.
If you’re running a quick launch taskbar, drag the new icon to it for easy access.
Now the desktop will lock when you click your new Lock the Desktop icon.