I found this quick tip for locking your computer on Richard Rinyai's blogsite The Professional Assistant .
"Hold down the "Windows" key (located between the CTRL and ALT keys) and hit the "L" key. Your account will be locked and only people that know your password as well as any Administrator can log into it. This function will only work with Windows Professional versions."
Taken from http://www.theprofessionalassistant.net/ (accessed October 20, 2007)