You can lock you PC by just clicking an icon on your desktop. Here is the method for creating that shortcut,

  1. Right click on your desktop
  2. Select New->Shortcut from popup menu
  3. Type the location %winnt%/system32/rundll32.exe user32.dll,LockWorkStation
  4. Click Next
  5. Give some meaningfull name to this shortcut and click Finish

Now when you double click on this icon, your PC will lock.