1. Right-click a blank area on the desktop and select New → Shortcut.
2. Enter "user32.dll, LockWorkStation" in the Create Shortcut dialog box, and click "Next".
3. Enter a name for the shortcut "Lock Desktop" in the "Select Program Title" dialog box, and then click the "Finish" button.
In this way, a shortcut named "Lock Desktop" is created on the desktop. Double-click to lock the desktop. To unlock it, just enter your login user name and password in Windows XP.