If you don't want to use a screensaver, especially because it *still*
leaves your computer vulnerable until the configured timeout after which
the screensaver activates (and then it's about a minute before the
password locking is actually enforced), define a shortcut or a key on a
programmable keyboard to do the following:
%windir%\system32\rundll32.exe user32.dll,LockWorkStation
This will IMMEDIATELY lockup your computer. Just before you walk away
from your computer, [double-]click the shortcut or tap the programmed
key and your computer is instantly locked up. You don't have to worry
that someone can still walk over 5 or 30 minutes or more (depending on
how long you set the screensaver timeout) and start using it which means
that it won't timeout and engage the screen saver. Also handy when the
kids start hovering around the computer and you don't want them banging
on any keys to screw up your work in progress.