Lock your computer with a simple shortcut: (Part of this was re-found and taken from:
http://www.daniweb.com/forums/thread4595.html)
Right-click an open area of your desktop, point to New, and then click Shortcut.
In the Location box, type %windir%\System32\rundll32.exe user32.dll,LockWorkStation
Click Next, in the Name box type a name for the shortcut such as, Lock Computer, and then click Finish.
Then, I usually modify the icon to a "lock".
Right-click your new shortcut, and click Properties.
Click Change Icon.
Hit Browse
Type, shell32.dll and hit enter.
In the 12th column on the bottom, there is a good lock icon.
Or, you could choose your own.
I don't remember how this works if you're not on a domain, it might just take you back to the welcome screen or something. If you're on a domain computer, it brings you to the lock screen and is pretty handy. Of course, Windows + L works pretty well too.