Press Winkey + L
This will display the welcome screen and you have to enter password to
access the computer.
If you want the Ctrl > Alt > Del thing back, go to Control Panel > User
accounts > Click on "Change the way users log on..." > Uncheck the option
"Use Welcome Screen". This will disable the blue log on Welcome Screen and
when you press Ctrl > Alt> Delete, you will get a box that has a option
"Lock Computer"