Thats a commercial software that enables that Der and here is one that I know of.
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If you wish to try these methods out then first set a password on your admin user account. then try these:
Method 1
You can use a key combination of the Windows logo key (If your system has one, you are looking for the flying Windows logo on it.) and it is typically located to the left of the spacebar the. To immediately lock your computer you need to hold down the Windows key and the "l" key (the letter l) simultaneously.
Method 2
Press Ctrl-Alt-Del simultaneously. In Windows 2000 or XP, click Lock Computer. In Windows NT, click Lock Workstation.
Method 3
You can create a desktop shortcut that will lock your computer when you double-click it:
Right-click the desktop and select New, then Shortcut. This will open the Create Shortcut Wizard
For the location of the item, type the following:
%windir%\System32\rundll32.exe user32.dll,LockWorkStation
Click Next
Type an appropriate name for this shortcut and click Finish
You will now have a shortcut on your desktop that will lock your computer when you double-click it
Locking your computer through the screen saver
To set up your screen saver to automatically lock your computer, follow these directions:
Right-click the desktop and select Properties
In the Display Properties window, select the Screen Saver tab
In the drop-down window, select a screen saver file
In the "Wait:" field, set the amount of time of "no activity" you want to have before the screen saver appears
Check the Password protected (Windows 2000) or On resume (Windows XP), password protect box, and then click OK. After checking this box, when the screen saver appears your workstation will be locked