There are some advance user who creates shortcut for lock the workstation as described bellow,
1. Right click an empty spot on the desktop, point to New and click
Shortcut.
2. In the Create Shortcut dialog box, copy the following into the ‘Type the
location’ of the item text box:
“rundll32 user32.dll,LockWorkStation” remove quotes while typing.
3. Click Next.
4. In “Type a name for this shortcut”, type LOCK and Click Finish
5. Now just click on that icon and enjoy
There is an another way and easy way for locking the workstation,
Windows key + L will lock the workstation. This is the smartest way. Try it….