How to create shortcut to lock your computer!!

• Right-click the desktop.
• The Create Shortcut Wizard opens.
• In the text box, type the following:
  rundll32.exe user32.dll,LockWorkStation

• Click Next.
• Point to New, and then click Shortcut.
• Enter a name for the shortcut.
• You can call it "Log off" or choose any name you like.
• Click Finish.
  

You can also change the shortcut's icon (my personal favorite is the padlock icon in shell32.dll).

To change the icon:

• Right click the shortcut Folder or File
• Select Properties.
• Click the Shortcut tab, and then click the Change Icon button.
• Then Look for icons in this file text box, type:
  Shell32.dll. or Empty space
• Click OK.
• Select one of the icons from the list and then
• click OK

You could also give it a shortcut keystroke such CTRL+ALT+L. This would save you only one keystroke from the normal command, but it could be more convenient.