You need to configure the screensaver to secure (lock) the workstation.
This can be done with group policy. However, it's a user policy, not a
computer policy. If you want to do this for a set of computers, configure a
GPO on the OU containing the machines and use a loopback processing to
configure user settings.
Unfortunately, what group policy doesn't allow you to do is to ensure the
user has a sensible timeout set on the screensaver.
The timeout is stored in the "ScreenSaveTimeOut" value in the following
registry key:
HKEY_CURRENT_USER\Control Panel\Desktop
The unit is seconds. You should be able to script this either by exporting
the registry key to a text file and removing the unnecessary lines. Then
run it using "regedit.exe /s myfile.reg".
Ideally, you want to be able to specify a maximum value, so that if the user
opts for a shorter timeout than the one you specify, they can, but if they
specify a longer timeout, it'll be reset each time they log in. Ask in one
of the scripting groups if you need a hand with this.
Regards
Oli