This one is very simple. I wanted to duplicate the “Lock Screen” applet in Ubuntu in Windows, and thankfully it doesn’t take much.

1. Create a new shortcut by right-clicking in the “free” space on your Desktop (or elsewhere, such as the Quick Launch folder in Windows Explorer) and select New | Shortcut.
2. For the “Location” field enter: %windir%\system32\rundll32.exe user32.dll, LockWorkStation
3. Hit Next and then type whatever you like for a name; “Lock” seems appropriate.

Bingo bango boom. Done. Try it out.