Everyone knows they SHOULD lock their desktop when they leave their desk, but how many people forget, or say its too hard. Well if this doesn't make it easy enough then we may need to get violent! You can give the user a shortcut on the desktop that will lock the desktop so they can quickly lock it any time they leave.

Right-click on the desktop and select New --> Shortcut. For the location of the item type the following exactly: %windir%\System32\rundll32.exe user32.dll,LockWorkStation Use %windir% and do not replace it with C:\Windows or whatever you think should go there. Click next and give the shortcut a name and then click Finish.

Drag the shortcut to the Quick Launch area and the user can now lock the desktop with one click!