Windows: How do I lock my computer screen?
To set up your screen saver to automatically lock the computer screen:

Windows 7 and Vista
  1. Right-click the desktop.
  2. Select Personalize.
  3. The Personalization window appears, select Screen Saver.
  4. From the drop-down list, select a Screen saver file.
  5. In the Wait: field, set the amount of time you want the screen saver to wait before activating.
  6. Depending on your version of Windows, check the appropriate box: On resume, display logon screen; On resume, password protect; or Password protected.
  7. Click OK. From now on, when the screen saver comes on, the computer's screen will be locked.

Windows XP
  1. Right-click the desktop.
  2. Select Properties.
  3. The Display Properties window appears, select the Screen Saver tab.
  4. From the drop-down list, select a Screen saver file.
  5. In the Wait: field, set the amount of time you want the screen saver to wait before activating.
  6. Check On resume, password protect.
  7. Click OK. From now on, when the screen saver comes on,  the computer's screen will be locked.